Related papers: On stochastic fractional Volterra equations in Hil…
This is a first version of a paper concerning abstract evolution equation with fractional time derivatives. Maximal regularity results in spaces of continuous and Hoelder continuous functions are described.
In this paper, we study the time-space fractional differential equation of the Volterra type: \begin{align*} {D}^\alpha_{0 \vert t} (u) +(-\Delta_N)^{\sigma}u &= u(1+au-bu^2)-au\int_0^t {K}(t-s) u(\cdot) \, ds, \end{align*} where $a,b>0$…
Variable-exponent fractional models attract increasing attentions in various applications, while the rigorous analysis is far from well developed. This work provides general tools to address these models. Specifically, we first develop a…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence, uniqueness and path-continuity of infinite-time solutions is proved by an extension of the Ovsyannikov method. This…
In this paper we established the condition for a curve to satisfy stochas- tic fractional HP (Hamilton-Pontryagin) equations. These equations are described using It^o integral. We have also considered the case of stochastic fractional…
We prove resolvent estimates for semiclassical operators such as $-h^2 \Delta+V(x)$ in scattering situations. Provided the set of trapped classical trajectories supports a chaotic flow and is sufficiently filamentary, the analytic…
A cylindrical Levy process does not enjoy a cylindrical version of the semi-martingale decomposition which results in the need to develop a completely novel approach to stochastic integration. In this work, we introduce a stochastic…
We consider a random process as a solution of stochastic differential equations with dependence of the coefficients on small parameter $\varepsilon$ and we suppose that the drift coefficients of these equations are unbounded on the…
We provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds for solutions of stochastic partial differential equations (SPDEs) in continuously embedded Hilbert spaces with non-smooth…
Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators driven by a finite dimensional Brownian motion are considered. Under some regularity condition assumed for the solution, the rate of…
Aim of this work is to extend the results of Cl\'ement, Da Prato & Pr\"uss on the fractional white noise perturbation with Hurst parameter 0<H<1. We will obtain similar results and it will turn out that the regularity of the solution u(t)…
We consider stochastic partial differential equations appearing as Markovian lifts of matrix valued (affine) Volterra type processes from the point of view of the generalized Feller property (see e.g., \cite{doetei:10}). We introduce in…
This paper focuses on the randomized Milstein scheme for approximating solutions to stochastic Volterra integral equations with weakly singular kernels, where the drift coefficients are non-differentiable. An essential component of the…
In this article we establish exponential moment bounds, moment bounds in fractional order smoothness spaces, a uniform H\"older continuity in time, and strong convergence rates for a class of fully discrete exponential Euler-type numerical…
We define a class of functions which have a known decay rate coupled with a periodic fluctuation. We identify conditions on the kernel of a linear summation convolution Volterra equation which give the equivalence of the kernel lying in…
The paper investigates solutions of the fractional hyperbolic diffusion equation in its most general form with two fractional derivatives of distinct orders. The solutions are given as spatial-temporal homogeneous and isotropic random…
Stability of nonconvex quadratic programming problems under finitely many convex quadratic constraints in Hilbert spaces is investigated. We present several stability properties of the global solution map, and the continuity of the optimal…
Conditions of the existence of solutions of linear and perturbed linear boundary value problems in the Hilbert spaces for the second order evolution equation are obtained.
This paper constructs a solvability theory for a system of stochastic partial differential equations. On account of the Kolmogorov continuity theorem, solutions are looked for in certain H\"older-type classes in which a random field is…
We consider resolvents of operators taking the form ${\bf A}=\Gamma_1{\bf B}\Gamma_1$ where $\Gamma_1({\bf k})$ is a projection that acts locally in Fourier space and ${\bf B}({\bf x})$ is an operator that acts locally in real space. Such…