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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.…
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…
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…
The main objective of this paper is to provide a comprehensive demonstration of recent results regarding the structures of the weighted Ces\`aro and Copson function spaces. These spaces' definitions involve local and global weighted…
The existence of weak solutions is established for stochastic Volterra equations with time-inhomogeneous coefficients allowing for general kernels in the drift and convolutional or bounded kernels in the diffusion term. The presented…
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,…
The question is studied whether weak solutions of linear partial integrodifferential equations approach a constant spatial profile after rescaling, as time goes to infinity. The possible limits and corresponding scaling functions are…
In this paper we consider the rate of convergence of solutions of a scalar ordinary differential equation which is a perturbed version of an autonomous equation with a globally stable equilibrium. Under weak assumptions on the nonlinear…
We consider a stochastic Volterra integral equation with regular path-dependent coefficients and a Brownian motion as integrator in a multidimensional setting. Under an imposed absolute continuity condition, the unique solution is a…
The well-posedness is established for multi-dimensional mean-field stochastic Volterra equations with Lipschitz continuous coefficients and allowing for singular kernels as well as for one-dimensional mean-field stochastic Volterra…
This paper addresses a new class of generalized Bolza problems governed by nonconvex integro-differential inclusions with endpoint constraints on trajectories, where the integral terms are given in the general (with time-dependent…
The aim of this work is to present, in self-contained form, results concerning fundamental and the most important questions related to linear stochastic Volterra equations of convolution type. The paper is devoted to study the existence and…
This paper provides a Feller's test for explosions of one-dimensional continuous stochastic Volterra processes of convolution type. The study focuses on dynamics governed by nonsingular kernels, which preserve the semimartingale property of…
The convergence of Ces\`{a}ro means of negative order of double trigonometric Fourier series of functions of bounded partial $\Lambda$-variation is investigated. The sufficient and neccessary conditions on the sequence $\Lambda…
In this paper stochastic Volterra equations admitting exponentially bounded resolvents are studied. After obtaining convergence of resolvents, some properties of stochastic convolutions are given. The paper provides a sufficient condition…
In this work, we consider the regularity property of stochastic convolutions for a class of abstract linear stochastic retarded functional differential equations with unbounded operator coefficients. We first establish some useful estimates…
In this work we prove that a family of explicit numerical finite-difference methods is convergent when applied to a nonlinear Volterra equation with a power-type nonlinearity. In that case the kernel is not of Lipschitz type, therefore the…
This paper concerns the finite-time blow-up and asymptotic behaviour of solutions to nonlinear Volterra integrodifferential equations. Our main contribution is to determine sharp estimates on the growth rates of both explosive and…
We investigate memory dependent asymptotic growth in scalar Volterra equations with sublinear nonlinearity. To obtain precise results we utilise the powerful theory of regular variation extensively. By computing the growth rate in terms of…
We discuss the solvability of a fairly general class of systems of perturbed Hammerstein integral equations with functional terms that depend on several parameters. The nonlinearities and the functionals are allowed to depend on the…