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In this paper we consider stochastic differential equations with discontinuous diffusion coefficient of varying sign, for which weak existence and uniqueness holds but strong uniqueness fails. We introduce the notion of $\varphi $-strong…

Probability · Mathematics 2013-09-09 Mihai N. Pascu

Sufficient conditions for existence and uniqueness of the solution of the Volterra integral equations of the first kind with piecewise continuous kernels are derived in framework of Sobolev-Schwartz distribution theory. The asymptotic…

Mathematical Physics · Physics 2012-04-26 Denis Sidorov

We offer a simple method Monte Carlo for computation of Volterra's and spherical type multiple integrals with weak (integrable) singularities. An elimination of infinity of variance is achieved by incorporating singularities in the density,…

Numerical Analysis · Mathematics 2014-05-27 E. Ostrovsky , L. Sirota

Motivated by the potential applications to the fractional Brownianmotion, we study Volterra stochasticdifferential of the form~:\begin{equation}X\_t = x+ \int\_0^tK(t,s)b(s,X\_s)ds + \int\_0^tK(t,s) \sigma(s,X\_s)\,dB\_s ,\tag{E}…

Probability · Mathematics 2017-03-27 Laure Coutin , Laurent Decreusefond

This article proves the existence and regularity of weak solutions for a class of mixed local-nonlocal problems with singular nonlinearities. We examine both the purely singular problem and perturbed singular problems. A central…

Analysis of PDEs · Mathematics 2025-02-27 Sanjit Biswas , Prashanta Garain

We establish the pointwise continuity of bounded weak solutions to of a class of scalar parabolic equations and strongly coupled parabolic systems. Our approach to the regularity theory of parabolic scalar equations is quite elementary and…

Analysis of PDEs · Mathematics 2021-08-31 Dung Le

We consider the two-dimensional incompressible inhomogeneous Navier-Stokes equations with odd viscosity, where the shear and the odd viscosity coefficients depend continuously on the unknown density function. We establish the existence of…

Analysis of PDEs · Mathematics 2025-08-26 Rebekka Zimmermann

In this paper we propose new sufficient conditions for stability of solutions of systems of Volterra linear integral equations and systems of linear integro-differential Volterra equations. Solution stability conditions for systems of…

Numerical Analysis · Mathematics 2023-04-25 Ilya Boykov , Vladimir Roudnev , Alla Boykova

We establish pathwise continuity properties of solutions to a stochastic Volterra equation with an additive noise term given by a local martingale. The deterministic part is governed by an operator with an $H^\infty$-calculus and a scalar…

Probability · Mathematics 2016-08-10 Roland Schnaubelt , Mark Veraar

In this article, the uniqueness of weak solutions to the continuous coagulation and multiple fragmentation equation is proved for a large range of unbounded coagulation and multiple fragmentation kernels. The multiple fragmentation kernels…

Analysis of PDEs · Mathematics 2013-03-26 Ankik Kumar Giri

This study investigates the existence and uniqueness of solutions to Volterra integral equations with discontinuous kernels in both linear and nonlinear cases. The problem is two-dimensional, and the collocation method is employed to…

General Mathematics · Mathematics 2025-01-10 Samad Noeiaghdam

In this paper we consider a linear stochastic Volterra equation which has a stationary solution. We show that when the kernel of the fundamental solution is regularly varying at infinity with a log-convex tail integral, then the…

Classical Analysis and ODEs · Mathematics 2010-09-08 John A. D. Appleby , Katja Krol

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…

Classical Analysis and ODEs · Mathematics 2019-08-07 John A. D. Appleby , Denis D. Patterson

In this paper we investigate the well-posedness of the Cauchy problem for a Schr\"odinger operator with singular lower order terms. We allow distributional coefficients and we approach this problem via the regularising methods at the core…

Analysis of PDEs · Mathematics 2024-02-13 Alexandre Arias Junior , Alessia Ascanelli , Marco Cappiello , Claudia Garetto

Motivated by applications to proving regularity of solutions to degenerate parabolic equations arising in population genetics, we study existence, uniqueness and the strong Markov property of weak solutions to a class of degenerate…

Probability · Mathematics 2014-06-04 Camelia A. Pop

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…

Numerical Analysis · Mathematics 2017-09-12 Robert Plato

The sufficient conditions for existence and uniqueness of continuous solutions of the Volterra operator equations of the first kind with piecewise continuous kernel are derived. The asymptotic approximation of the parametric family of…

Dynamical Systems · Mathematics 2012-08-20 Denis Sidorov , Nikolai Sidorov

We prove a weak error estimate for the approximation in space and time of a semilinear stochastic Volterra integro-differential equation driven by additive space-time Gaussian noise. We treat this equation in an abstract framework, in which…

Numerical Analysis · Mathematics 2016-03-15 Adam Andersson , Mihály Kovács , Stig Larsson

This paper investigates the limit distribution of discretization errors in stochastic Volterra equations (SVEs) with general multidimensional kernel structures. While prior studies, such as Fukasawa and Ugai (2023), were focused on…

Probability · Mathematics 2025-04-08 Masaaki Fukasawa , Minato Hojo

We study in this article a variation of the Whitham equation which was introduced as an alternative to the KdV equation. We first prove the global existence of weak solutions, then we establish a regularity criterion from which we deduce…

Analysis of PDEs · Mathematics 2025-03-07 Diego Chamorro , María Eugenia Martínez