Related papers: The Volterra Integrable case. Novel analytical and…
We introduce affine Volterra processes, defined as solutions of certain stochastic convolution equations with affine coefficients. Classical affine diffusions constitute a special case, but affine Volterra processes are neither…
This paper is concerned with portfolio selection for an investor with power utility in multi-asset financial markets in a rough stochastic environment. We investigate Merton's portfolio problem for different multivariate Volterra models,…
In the paper we develop the dressing method for the solution of the two-dimensional periodic Volterra system with a period N. We derive soliton solutions of arbitrary rank $k$ and give a full classification of rank 1 solutions. We have…
We examine the multiple Hamiltonian structure and construct a symplectic realization of the Volterra model. We rediscover the hierarchy of invariants, Poisson brackets and master symmetries via the use of a recursion operator. The rational…
This paper primarily discusses the dynamical properties of a class of Lotka-Volterra models featuring the Allee effect and interspecific competition within the predator population. The constructed models employ Holling II and Holling I…
Traditional numerical discretizations of conservative systems generically yield an artificial secular drift of any nonlinear invariants. In this work we present an explicit nontraditional algorithm that exactly conserves these invariants.…
We provide a concise introduction to the symmetry approach to integrability. Some results on integrable evolution and systems of evolution equations are reviewed. Quasi-local recursion and Hamiltonian operators are discussed. We further…
An infinite family of classical superintegrable Hamiltonians defined on the N-dimensional spherical, Euclidean and hyperbolic spaces are shown to have a common set of (2N-3) functionally independent constants of the motion. Among them, two…
This paper is concerned with a nonlocal diffusion Lotka-Volterra type competition model that consisting of a native species and an invasive species in a one-dimensional habitat with free boundaries. We prove the well-posedness of the system…
In this text matrix Volterra integral equation of the first kind is addressed. It is assumed that kernels of the equation have jump discontinuities on non-intersecting curves. Such equations appear in the theory of evolving dynamic systems.…
In this paper, the notion of singular backward stochastic Volterra integral equations (singular BSVIEs for short) in infinite dimensional space is introduced, and the corresponding well-posedness is carefully established. A class of…
We use factorized $L$ operator to construct an integrable model with open boundary conditions. By taking trigonometic limit($\tau \to \sqrt{-1}\infty$) and scaling limit($\omega \to 0$), we get a Hamiltonian of a classical integrable…
We study small-time central limit theorems for stochastic Volterra integral equations with H\"older continuous coefficients and general locally square integrable Volterra kernels. We prove the convergence of the finite-dimensional…
This paper systematically investigates the optimal harvesting of a stochastic Lotka-Volterra competition model with periodic coefficients. Sufficient conditions for the extinction and persistence in the time average of each species are…
This paper aims to find new explicit solutions including multi-soliton, multi-positon, multi-negaton, and multi-periodic for a coupled Volterra lattice system which is an integrable discrete version of the coupled KdV equation. The…
In this paper, we study the non-Hermitian physics emerging from a predator-prey ecological model described by a generalized Lotka-Volterra equation. In the phase space, this nonlinear equation exhibits both chaotic and localized dynamics,…
This paper is devoted to the unique solvability of backward stochastic Volterra integral equations (BSVIEs for short), in terms of both M-solution introduced in [15] and the adapted solutions in [6], [11]. We prove the existence and…
We study completely integrable Hamiltonian systems whose monodromy matrices are related to the representatives for the set of gauge equivalence classes $\boldsymbol{\mathcal{M}}_F$ of polynomial matrices. Let $X$ be the algebraic curve…
We consider stochastic volatility dynamics driven by a general H\"older continuous Volterra-type noise and with unbounded drift. For these so-called SVV-models, we consider the explicit computation of quadratic hedging strategies. While the…
In this paper a Lotka Volterra type system is considered. For such a system, biHamiltonian formulation, symplectic realizations and symmetries are presented.