Related papers: Polynomial Volterra processes
This paper studies the mean-field backward stochastic Volterra integral equations (mean-field BSVIEs) and associated particle systems. We establish the existence and uniqueness of solutions to mean-field BSVIEs when the generator $g$ is of…
Semi-Markov processes are a generalization of Markov processes since the exponential distribution of time intervals is replaced with an arbitrary distribution. This paper provides an integro-differential form of the Kolmogorov's backward…
This paper is concerned with the inelastic Boltzmann equation without angular cutoff. We work in the spatially homogeneous case. We establish the global-in-time existence of measure-valued solutions under the generic hard potential…
The aim of this paper is to provide a comprehensive analysis of the path-dependent Stochastic Volterra Integral Equations (SVIEs), in which both the drift and the diffusion coefficients are allowed to depend on the whole trajectory of the…
We investigate the properties of the solutions of scaled Volterra equations (i.e. with an affine mean-reverting drift) in terms of stationarity at both a finite horizon and on the long run. In particular we prove that such an equation never…
In this work, a new approach has been developed to obtain numerical solution of linear Volterra type integral equations by obtaining asymptotic approximation to solutions. Using the classical Bernoulli polynomials, a set of orthonormal…
We prove the existence of weak solutions for distribution-dependent stochastic Volterra equations under linear growth and continuity conditions on the coefficients and mild regularity assumptions on the kernels, including singular kernels.…
We consider an optimal control problem for a system governed by a Volterra integral equation with impulsive terms. The impulses act on both the state and the control; the control consists of switchings at discrete times. The cost functional…
Volterra's integral equations with local and nonlocal loads represent the novel class of integral equations that have attracted considerable attention in recent years. These equations are a generalisation of the classic Volterra integral…
We present a general framework for calculating the Volterra-type convolution of polynomials from an arbitrary polynomial sequence $\{P_k(x)\}_{k \geqslant 0}$ with $\deg P_k(x) = k$. Based on this framework, series representations for the…
In this paper we present methods for the synthesis of polynomial invariants for probabilistic transition systems. Our approach is based on martingale theory. We construct invariants in the form of polynomials over program variables, which…
We consider random dynamical systems generated by a special class of Volterra quadratic stochastic operators on the simplex $S^{m-1}$. We prove that in contrast to the deterministic set-up the trajectories of the random dynamical system…
Starting from the moment sequences of classical orthogonal polynomials we derive the orthogonality purely algebraically. We consider also the moments of ($q=1$) classical orthogonal polynomials, and study those cases in which the…
The note is devoted to estimates for convolutions appearing in some class of stochastic Volterra equations. Two maximal inequalities and exponential tail estimate are proved by the fractional method of infinite dimensional stochastic…
In this paper, we first study the existence-uniqueness and large deviation estimate of solutions for stochastic Volterra integral equations with singular kernels in 2-smooth Banach spaces. Then, we apply them to a large class of semilinear…
We leverage commutative hypercomplex analysis to find closed-form solutions of some systems of stochastic differential equations. Specifically, we obtain necessary and sufficient conditions under which a system of stochastic differential…
In this article integro-differential Volterra equations whose convolution kernel depends on the vector variable are considered and a connection of these equations with a class of semi-Markov processes is established. The variable order…
This paper presents the error analysis of numerical methods on graded meshes for stochastic Volterra equations with weakly singular kernels. We first prove a novel regularity estimate for the exact solution via analyzing the associated…
We study the global stability of generalized Lotka-Volterra systems with generalized polynomial right-hand side, without restrictions on the number of variables or the polynomial degree, including negative and non-integer degree. We…
In this article, a continuous analogue of strictly non-Volterra quadratic dynamical systems with continuous time and points of equilibrium is investigated, a phase portrait of the system is constructed, numerical solutions are found, and a…