Related papers: Strong solutions to stochastic Volterra equations

This study proposes a robust estimator for stochastic frontier models by integrating the idea of Basu et al. [1998, Biometrika 85, 549-559] into such models. We verify that the suggested estimator is strongly consistent and asymptotic…

In this paper, we study backward doubly stochastic integral equations of the Volterra type (BDSIEVs in short). Under uniform Lipschitz assumptions, we establish an existence and uniqueness result.

In this article, we investigate the method of upper and lower solutions for Volterra integral equation of the first kind on arbitrary time scale $\mathbb{T}$. We establish some existence results in a certain sector. Moreover, monotone…

To describe stochastic quantum processes I propose an integral equation of Volterra type which is not generally transformable to any differential one. The process is a composition of ordinary quantum evolution which admits presence of a…

In the present paper, a robust approach to a special class of convex feasibility problems is considered. By techniques of convex and variational analysis, conditions for the existence of robust feasible solutions and related error bounds…

A new method is given for proving the global existence of the solution to nonlinear Volterra integral equations. A bound on the solution is derived. The results are based on a nonlinear inequality proved by the author earlier.

In this expository note, we compute the exact value of the norm of the resolvent of the Volterra operator.

We provide a unified treatment of pathwise Large and Moderate deviations principles for a general class of multidimensional stochastic Volterra equations with singular kernels, not necessarily of convolution form. Our methodology is based…

Large-time asymptotic properties of solutions to a class of semilinear stochastic wave equations with damping in a bounded domain are considered. First an energy inequality and the exponential bound for a linear stochastic equation are…

We propose finitely convergent methods for solving convex feasibility problems defined over a possibly infinite pool of constraints. Following other works in this area, we assume that the interior of the solution set is nonempty and that…

The work concerns invariant measures for multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the exponential ergodicity of these equations. Then for a sequence of these equations, when their coefficients…

This paper is concerned with the hypercoercivity property of solutions to the Cauchy problem on the linear Boltzmann equation with a confining potential force. We obtain the exponential time rate of solutions converging to the steady state…

Explicit conditions are presented for the existence, uniqueness and ergodicity of the strong solution to a class of generalized stochastic porous media equations. Our estimate of the convergence rate is sharp according to the known optimal…

We study linear-quadratic optimal control problems for Voterra systems, and problems that are linear-quadratic in the control but generally nonlinear in the state. In the case of linear-quadratic Volterra control, we obtain sharp necessary…

In this work, a new approach has been developed to obtain numerical solution of linear Volterra type integral equations by obtaining asymptotic approximation to solutions. Using the classical Bernoulli polynomials, a set of orthonormal…

We study the correct solvability of an abstract integro-differential equations in Hilbert space generalizing integro-differential equations arising in the theory of viscoelastisity. The equations under considerations are the abstract…

In this paper, we are interested in comparing solutions to stochastic Volterra equations for the convex order on the space of continuous $\R^d$-valued paths and for the monotonic convex order when $d=1$. Even if in general these solutions…

There are two well known tasks, related to Newton polyhedra: to study invariants of singularities in terms of their Newton polyhedra, and to describe Newton polyhedra of resultants and discriminants. We introduce so called resultantal…

The sufficient conditions are obtained for existence of the main solution of the nonlinear Volterra integral equation of the second kind on the semi-axis and on a finite interval. The method for computation of this boundary interval is…

In this paper, we consider the stochastic optimal control problem for a generalized Volterra control system. The corresponding state process is a kind of a generalized stochastic Volterra integral differential equations. We prove the…