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This papers develops a stochastic integration theory with respect to volatility modulated L\'{e}vy-driven Volterra (VMLV) processes. It extends recent results in the literature to allow for stochastic volatility and pure jump processes in…

Probability · Mathematics 2012-05-16 Ole E. Barndorff-Nielsen , Fred Espen Benth , Jan Pedersen , Almut E. D. Veraart

In the paper some sufficient condition for the nonlinear integral operator of the Volterra type to be a diffeomorphism defined on the space of absolutely continuous functions are formulated. The proof relies on consideration of the…

Functional Analysis · Mathematics 2015-09-04 Dorota Bors , Andrzej Skowron , Stanisław Walczak

The paper considers the integral Volterra equations of the first kind which are related to the inverse boundary-value heat conduction problem. The algorithms have been developed to numerically solve the respective integral equations, which…

Numerical Analysis · Mathematics 2014-07-08 Svetlana V. Solodusha , Natalia M. Yaparova

We present implicit and explicit versions of a numerical algorithm for solving a Volterra integro-differential equation. These algorithms are an extension of our previous work, and cater for a kernel of general form. We use an appropriate…

Numerical Analysis · Mathematics 2026-01-13 J. S. C. Prentice

This study uses the Lotka Volterra Predator-Prey model to offer a notion of piecewise patterns for the various piecewise derivatives. Using the piecewise derivatives, we produced numerical solutions that are referred to as the…

General Mathematics · Mathematics 2025-03-25 Atul Kumar

Hamiltonian Poisson integrators are Poisson integrators that admit a modified Hamiltonian. In this article, we illustrate the importance of the existence of a modified Hamiltonian for Poisson integrators in the context of integrable and…

Numerical Analysis · Mathematics 2025-11-19 Oscar Cosserat

A pairing model for nucleons, introduced by Richardson in 1966, which describes proton-neutron pairing as well as proton-proton and neutron-neutron pairing, is re-examined in the context of the Quantum Inverse Scattering Method.…

Exactly Solvable and Integrable Systems · Physics 2008-11-26 J. Links , H. -Q. Zhou , M. D. Gould , R. H. McKenzie

A non-periodic version of the one-predator two-prey system model presented in [L.T.H. Nguyen, Q.H. Ta, T.V. T\d{a}, Existence and stability of periodic solutions of a Lotka-Volterra system, SICE International Symposium on Control Systems,…

Dynamical Systems · Mathematics 2017-09-12 Linh Thi Hoai Nguyen , Quang Hong Ta , Ton Viet Ta

In this paper we examine an interesting connection between the generalized Volterra lattices of Bogoyavlensky and a special case of an integrable system defined by Sklyanin. The Sklyanin system happens to be one of the cases in the…

Mathematical Physics · Physics 2009-11-11 Pantelis A. Damianou , Stelios P. Kouzaris

In this work, we consider a system of differential equations modeling the dynamics of some populations of preys and predators, moving in space according to rapidly oscillating time-dependent transport terms, and interacting with each other…

Analysis of PDEs · Mathematics 2015-12-08 Francois Castella , Philippe Chartier , Julie Sauzeau

Conservative symmetric second-order one-step schemes are derived for dynamical systems describing various many-body systems using the Discrete Multiplier Method. This includes conservative schemes for the $n$-species Lotka-Volterra system,…

Numerical Analysis · Mathematics 2022-07-19 Andy T. S. Wan , Alexander Bihlo , Jean-Christophe Nave

The aim of this study is to analyze the integrability problem of Lotka--Volterra three species biological system. The system which considered in this work is a biological plausibility or a chemical model. The system has a complex dynamical…

Dynamical Systems · Mathematics 2023-08-28 Aween Karim , Azad Amen , Waleed Aziz

The numerical solution of dynamical systems with memory requires the efficient evaluation of Volterra integral operators in an evolutionary manner. After appropriate discretisation, the basic problem can be represented as a matrix-vector…

Numerical Analysis · Mathematics 2021-08-18 Jürgen Dölz , Herbert Egger , Vsevolod Shashkov

Solving systems of non-autonomous ordinary differential equations (ODE) is a crucial and often challenging problem. Recently a new approach was introduced based on a generalization of the Volterra composition. In this work, we explain the…

Numerical Analysis · Mathematics 2022-10-14 Stefano Pozza , Niel Van Buggenhout

This paper ascertains the global topological structure of the set of subharmonics of arbitrary order of the periodic predator-prey model introduced in L\'opez-G\'omez, Ortega and Tineo in 1996. By constructing the iterates of the monodromy…

Dynamical Systems · Mathematics 2020-01-08 Julián López-Gómez , Eduardo Muñoz-Hernández

We present new a stability result for periodic solutions of the periodic predator prey Lotka Volterra model, based on boundaries for the average of the coexistence states. Our result complements previous one in the literature.

Dynamical Systems · Mathematics 2025-08-08 Paulo Santana

This paper reconsiders several results of historical and current importance to nonparametric estimation of the survival distribution for failure in the presence of right-censored observation times, demonstrating in particular how Volterra…

Methodology · Statistics 2023-10-24 Robert L. Strawderman , Benjamin R. Baer

We extend existence and uniqueness results of [4] for nonlinear integro-differential equations of Volterra type between real locally complete vector spaces

Functional Analysis · Mathematics 2020-03-24 Thomas E. Gilsdorf , Mohammad Khavanin

In this paper, we consider the almost periodic dynamics of a multispecies Lotka-Volterra mutualism system with time varying delays on time scales. By establishing some dynamic inequalities on time scales, a permanence result for the model…

Dynamical Systems · Mathematics 2015-07-27 Yongkun Li , Pan Wang

We introduce a new model of financial market with stochastic volatility driven by an arbitrary H\"older continuous Gaussian Volterra process. The distinguishing feature of the model is the form of the volatility equation which ensures the…

Mathematical Finance · Quantitative Finance 2024-07-16 Giulia Di Nunno , Yuliya Mishura , Anton Yurchenko-Tytarenko