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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…

Probability · Mathematics 2023-11-21 David J. Prömel , David Scheffels

We obtain general weak existence and stability results for stochastic convolution equations with jumps under mild regularity assumptions, allowing for non-Lipschitz coefficients and singular kernels. Our approach relies on weak convergence…

Probability · Mathematics 2021-12-22 Eduardo Abi Jaber , Christa Cuchiero , Martin Larsson , Sergio Pulido

We prove existence of weak solutions (in the probabilistic sense) for a general class of stochastic semilinear wave equations on bounded domains of $R^d$ driven by a possibly discontinuous square integrable martingale.

Analysis of PDEs · Mathematics 2012-02-08 Carlo Marinelli , Lluís Quer-Sardanyons

The existence of strong solutions and pathwise uniqueness are established for one-dimensional stochastic Volterra equations with locally H{\"o}lder continuous diffusion coefficients and sufficiently regular kernels. Moreover, we study the…

Probability · Mathematics 2023-06-02 David J. Prömel , David Scheffels

A global existence theorem on weak solutions is shown for the continuous coagulation equation with collisional breakage under certain classes of unbounded collision kernels and distribution functions. This model describes the dynamics of…

Analysis of PDEs · Mathematics 2018-05-28 Prasanta Kumar Barik , Ankik Kumar Giri

We establish new weak existence results for $d$-dimensional Stochastic Volterra Equations (SVEs) with continuous coefficients and possibly singular one-dimensional non-convolution kernels. These results are obtained by introducing an…

Probability · Mathematics 2026-05-14 Eduardo Abi Jaber , Aurélien Alfonsi , Guillaume Szulda

In this article, we investigate the existence and uniqueness of weak solutions to the continuous coagulation equation with collisional breakage for a class of unbounded collision kernels and distribution function. The collision kernels and…

Analysis of PDEs · Mathematics 2018-06-12 Prasanta Kumar Barik , Ankik Kumar Giri

Existence and uniqueness of weak solutions to the collision-induced breakage and coag-ulation equation are shown when coagulation is the dominant mechanism for small volumes. The collision kernel may feature a stronger singularity for small…

Analysis of PDEs · Mathematics 2021-10-06 Ankik Kumar Giri , Philippe Laurençot

This paper studies existence and uniqueness of solutions to generalized Volterra integral equations. Since our proof for existence and uniqueness does not make use of Banach fixed point theorem unlike the previous papers focused on this…

Classical Analysis and ODEs · Mathematics 2011-03-01 Basak Karpuz

The existence of weak solutions to the continuous coagulation equation with multiple fragmentation is shown for a class of unbounded coagulation and fragmentation kernels, the fragmentation kernel having possibly a singularity at the…

Analysis of PDEs · Mathematics 2011-01-24 Ankik Kumar Giri , Philippe Laurencot , Gerald Warnecke

We prove strong existence and uniqueness, and H\"older regularity, of a large class of stochastic Volterra equations, with singular kernels and non-Lipschitz diffusion coefficient. Extending Yamada-Watanabe's theorem, our proof relies on an…

Probability · Mathematics 2020-05-01 Alexandre Pannier , Antoine Jacquier

We study stochastic Volterra equations in Hilbert spaces driven by cylindrical Gaussian noise. We derive a mild formulation for the stochastic Volterra equation, prove the equivalence of mild and strong solutions, the existence and…

Probability · Mathematics 2023-11-14 Luigi Amedeo Bianchi , Stefano Bonaccorsi , Martin Friesen

In this article, the existence of mass-conserving solutions is investigated to the continuous coagulation and collisional breakage equation with singular coagulation kernels. Here, the probability distribution function attains singularity…

Analysis of PDEs · Mathematics 2019-11-04 Prasanta Kumar Barik , Ankik Kumar Giri , Rajesh Kumar

We study a stochastic differential equation driven by a gamma process, for which we give results on the existence of weak solutions under conditions on the volatility function. To that end we provide results on the density process between…

Probability · Mathematics 2023-10-18 Denis Belomestny , Shota Gugushvili , Moritz Schauer , Peter Spreij

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…

Probability · Mathematics 2026-02-11 Alexander Kalinin

In this paper we prove the existence of global weak dissipative martingale solutions for a one-dimensional compressible fluid model with capillarity and density dependent viscosity, driven by random initial data and a stochastic forcing…

Analysis of PDEs · Mathematics 2024-12-17 Donatella Donatelli , Lorenzo Pescatore , Stefano Spirito

We study the regularity of weak solutions to nonlocal in time subdiffusion equations for a wide class of weakly singular kernels appearing in the generalised fractional derivative operator. We prove a weak Harnack inequality for nonnegative…

Analysis of PDEs · Mathematics 2024-09-10 Adam Kubica , Katarzyna Ryszewska , Rico Zacher

We prove existence, uniqueness and regularity of weak solutions of Kolmogorov--Fokker--Planck equations with either local or non-local diffusion in the velocity variable and rough diffusion coefficients or kernels. Our results cover the…

Analysis of PDEs · Mathematics 2025-12-10 Pascal Auscher , Cyril Imbert , Lukas Niebel

In this paper, we first establish the existence, uniqueness and H\"older continuity of the solution to stochastic Volterra integral equations with weakly singular kernels. Then, we propose a $\theta$-Euler-Maruyama scheme and a Milstein…

Numerical Analysis · Mathematics 2020-04-13 Min Li , Chengming Huang , Yaozhong Hu

This work is about the existence of martingale solutions and weak solutions for a stochastic nonlocal Burgers equation on bounded intervals. The existence of a martingale solution is shown by using a Galerkin approximation, Prokhorov's…

Probability · Mathematics 2014-10-29 Guangying Lv , Jinqiao Duan
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