Related papers: Comparison principles for stochastic Volterra equa…
For a stochastic process $(X_t)_{t\geq 0}$ we establish conditions under which the inverse first-passage time problem has a solution for any random variable $\xi >0$. For Markov processes we give additional conditions under which the…
We derive unique Banach-valued solutions to stochastic Volterra equations with random coefficients that may depend on pure chance and involve singular kernels. In particular, for controlled and distribution-dependent coefficients these…
The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…
The operator of double differentiation on a finite interval with Robin boundary conditions perturbed by the composition of a Volterra convolution operator and the differentiation one is considered. We study the inverse problem of recovering…
This paper is concerned with the maximum principle of stochastic optimal control problems, where the coefficients of the state equation and the cost functional are uncertain, and the system is generally under Markovian regime switching.…
In the present paper we consider the regularizing properties of the repeated midpoint rule for the stable solution of weakly singular Volterra integral equations of the first kind with perturbed right hand sides. The H\"older continuity of…
We introduce the Volterra Stein-Stein model with stochastic interest rates, where both volatility and interest rates are driven by correlated Gaussian Volterra processes. This framework unifies various well-known Markovian and non-Markovian…
The time fractional ODEs are equivalent to convolutional Volterra integral equations with completely monotone kernels. We therefore introduce the concept of complete monotonicity-preserving ($\mathcal{CM}$-preserving) numerical methods for…
We investigate traveling wave solutions in the two-species reaction-diffusion Lotka-Volterra competition system under weak competition. For the strict weak competition regime $(b<a<1/c,\,d>0)$, we construct refined upper and lower solutions…
In this work we study a nonlinear Volterra equation with non-symmetric feedback that arises as a particular case of the Gurtin-MacCamy model in population dynamics. We are particularly interested in the existence of slowly oscillating…
This paper investigates the asymptotic behavior of suitably time-modulated Hawkes processes with heavy-tailed kernels in a nearly unstable regime. We show that, under appropriate scaling, both the intensity processes and the rescaled Hawkes…
Existence and uniqueness results of fully coupled forward stochastic differential equations without drifts and backward stochastic differential equations in a degenerate case are obtained for an arbitrarily large time duration.
We find new classes of exact solutions of the initial momentum constraint for vacuum Einstein's equations. Considered data are either invariant under a continuous symmetry or they are assumed to have the exterior curvature tensor of a…
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…
The Volterra square-root process on $\mathbb{R}_+^m$ is an affine Volterra process with continuous sample paths. Under a suitable integrability condition on the resolvent of the second kind associated with the Volterra convolution kernel,…
We consider the spatially inhomogeneous non-cutoff Boltzmann equation with moderately soft potentials and any singularity parameter $s\in (0,1)$, i.e. with $\gamma+2s\in(0,2]$ on the whole space $\mathbb{R}^3$. We prove that if the initial…
The study of stochastic variational principles involves the problem of constructing fixed-endpoint and adapted variations of semimartingales. We provide a detailed construction of variations of semimartingales that are not only fixed at…
Delay Gronwall inequality with a weakly singular kernel has been a subject of interest in various mathematical studies. In this article, we will delve into the consideration of this inequality and its application in the study continuity of…
We introduce time-inhomogeneous stochastic volatility models, in which the volatility is described by a nonnegative function of a Volterra type continuous Gaussian process that may have very rough sample paths. The main results obtained in…
In the first of two papers, we study the initial boundary-value problem that underlies the theory of the Boltzmann equation for general non-spherical hard particles. In this work, for two congruent ellipses and for a large class of…