Related papers: On stochastic fractional Volterra equations in Hil…

Motivated by the work of T.E. Govindan in [5,8,9], this paper is concerned with a more general semilinear stochastic evolution equation. The difference between the equations considered in this paper and the previous one is that it makes…

We develop a theory of Hilbert-space valued stochastic integration with respect to cylindrical martingale-valued measures. As part of our construction, we expand the concept of quadratic variation, introduced by Veraar and Yaroslavtsev…

In this paper, we consider the quadratic programming problems under finitely many convex quadratic constraints in Hilbert spaces. By using the Legendre property of quadratic forms or the compactness of operators in the presentations of…

In this paper we consider convex Tikhonov regularisation for the solution of linear operator equations on Hilbert spaces. We show that standard fractional source conditions can be employed in order to derive convergence rates in terms of…

We lift ambit fields as introduced by Barndorff-Nielsen and Schmiegel to a class of Hilbert space-valued volatility modulated Volterra processes. We name this class Hambit fields, and show that they can be expressed as a countable sum of…

For finite-dimensional problems, stochastic approximation methods have long been used to solve stochastic optimization problems. Their application to infinite-dimensional problems is less understood, particularly for nonconvex objectives.…

In this work, some regularity properties of mild solutions for a class of stochastic linear functional differential equations driven by infinite dimensional Wiener processes are considered. In terms of retarded fundamental solutions, we…

We study uniqueness for a class of Volterra-type stochastic integral equations. We focus on the case of non-Lipschitz noise coefficients. The connection of these equations to certain degenerate stochastic partial differential equations…

This paper deals with the spatial and temporal regularity of the unique Hilbert space valued mild solution to a semilinear stochastic partial differential equation with nonlinear terms that satisfy global Lipschitz conditions. It is shown…

We introduce a notion of weak solution for abstract fractional differential equations, motivated by the definition of Caputo derivative. We prove existence results for weak and strong solutions. We also give two examples as application of…

In this work we obtain sufficient conditions for the existence of bounded solutions of a resonant multi-point second-order boundary value problem, with a fully differential equation. The noninvertibility of the linear part is overcome by a…

We consider mapping properties of the iterated Stieltjes transform, establishing its new relations with the iterated Hilbert transform (a singular integral) on the half-axis and proving the corresponding convolution and Titchmarsh's type…

An extension of Riewe's fractional Hamiltonian formulation is presented for fractional constrained systems. The conditions of consistency of the set of constraints with equations of motion are investigated. Three examples of fractional…

We consider a stochastic differential equation in a Hilbert space with time-dependent coefficients for which no general existence and uniqueness results are known. We prove, under suitable assumptions, existence and uniqueness of a measure…

Stability results for the Helmholtz equations in both deterministic and random periodic structures are proved in this paper. Under the assumption of excluding resonances, by a variational method and Fourier analysis in the energy space, the…

We define a stochastic variant of the proximal point algorithm in the general setting of nonlinear (separable) Hadamard spaces for approximating zeros of the mean of a stochastically perturbed monotone vector field and prove its convergence…

We consider approximations of the Stefan-type condition by imbalances of volume closely around the inner interface and study convergence of the solutions of the corresponding semilinear stochastic moving boundary problems. After a…

We show that the resolvent grows at most exponentially with frequency for the wave equation on a class of stationary spacetimes which are bounded by non-degenerate Killing horizons, without any assumptions on the trapped set.…

We discuss the issue of maximal regularity for evolutionary equations with non-autonomous coefficients. Here evolutionary equations are abstract partial-differential algebraic equations considered in Hilbert spaces. The catch is to consider…

In this paper, we study the long-time behaviour of solutions to the Vlasov-Fokker-Planck equation where the confining potential is non-convex. This is a nonlocal nonlinear partial differential equation describing the time evolution of the…