Related papers: Weak solutions to distribution-dependent stochasti…
We define and solve Volterra equations driven by an irregular signal, by means of a variant of the rough path theory called algebraic integration. In the Young case, that is for a driving signal with H\"older exponent greater than 1/2, we…
In this article we establish the existence of weak solutions to the shallow medium equation. We proceed by an approximation argument. First we truncate the coefficients of the equation from above and below. Then we prove convergence of the…
In this article, the existence of global classical solutions to the discrete coagulation equations with collisional breakage is established for collisional kernel having linear growth whereas the uniqueness is shown under additional…
The well-posedness of the growth-coagulation equation is established for coagulation kernels having singularity near the origin and growing atmost linearly at infinity. The existence of weak solutions is shown by means of the method of the…
We consider rough stochastic volatility models where the variance process satisfies a stochastic Volterra equation with the fractional kernel, as in the rough Bergomi and the rough Heston model. In particular, the variance process is…
We prove existence of weak solutions for the fully inhomogeneous, stationary generalized Navier-Stokes equations for shear-thinning fluids. Our proof is based on the theory of pseudomonotone operators and the Lipschitz truncation method,…
We study Euler-type discrete-time schemes for the rough Heston model, which can be described by a stochastic Volterra equation (with non-Lipschtiz coefficient functions), or by an equivalent integrated variance formulation. Using weak…
We establish some conditional uniqueness of weak solutions to the viscous primitive equations, and as an application, we prove the global existence and uniqueness of weak solutions, with the initial data taken as small $L^\infty$…
We prove the existence and uniqueness of weak solutions of the three dimensional compressible magnetohydrodynamics (MHD) equations. We first obtain the existence of weak solutions with small $L^2$-norm which may display codimension-one…
We investigate uniqueness of weak solutions for a system of partial differential equations capturing behavior of magnetoelastic materials. This system couples the Navier-Stokes equations with evolutionary equations for the deformation…
In the paper regularity of solutions to stochastic Volterra equations in a separable Hilbert space is studied. Sufficient conditions for the temporal and spatial regularity of stochastic convolutions corresponding to the equations under…
We extend existence and uniqueness results of [4] for nonlinear integro-differential equations of Volterra type between real locally complete vector spaces
This paper provide a comprehensive analysis of the finite and long time behavior of continuous-time non-Markovian dynamical systems, with a focus on the forward Stochastic Volterra Integral Equations(SVIEs).We investigate the properties of…
We propose a simple and original approach for solving linear-quadratic mean-field stochastic control problems. We study both finite-horizon and infinite-horizon pro\-blems, and allow notably some coefficients to be stochastic. Extension to…
In this paper, we pursue our series of papers aiming to show the applicability of the concept of very weak solutions. We consider a wave model with irregular position dependent mass and dissipation terms, in particular, allowing for…
We give a proof for the existence of a weak solution on the initial-value problem of a non-linear damped propagation
In this paper we give a survey of results on various analytical aspects of time fractional diffusion equations. We describe the approach via abstract Volterra equations and collect results on strong solutions in the $L_p$ sense. We further…
This paper presents the error analysis of numerical methods on graded meshes for stochastic Volterra equations with weakly singular kernels. We first prove a novel regularity estimate for the exact solution via analyzing the associated…
We consider analytically weak solutions to semilinear stochastic partial differential equations with non-anticipating coefficients driven by cylindrical Brownian motion. The solutions are allowed to take values in general separable Banach…
We prove some existence (and sometimes also uniqueness) of weak solutions to some stationary equations associated to the complex Schr\''{o}dinger operator under the presence of a singular nonlinear term. Among other new facts, with respect…