Related papers: On stochastic fractional Volterra equations in Hil…
This paper is interested in semilinear stochastic equations having unbounded nonlinear perturbations in the deterministic part and/or in the random part. Moreover, the linear part of these equations is governed by a not necessarily analytic…
We propose and analyze the convergence of a novel stochastic forward-backward splitting algorithm for solving monotone inclusions given by the sum of a maximal monotone operator and a single-valued maximal monotone cocoercive operator. This…
The main result of the present paper is the construction of fundamental solutions for a class of multidimensional elliptic equations with three singular coefficients, which could be expressed in terms of a confluent hypergeometric function…
In stochastic partial differential equations it is important to have pathwise regularity properties of stochastic convolutions. In this note we present a new sufficient condition for the pathwise continuity of stochastic convolutions in…
We describe partial semi-simplicial resolutions of moduli spaces of surfaces with tangential structure. This allows us to prove a homological stability theorem for these moduli spaces, which often improves the known stability ranges and…
This paper considers a class of nonlocal fractional neutral stochastic integrodifferential inclusions of order $1<\alpha<2$ with impulses in a Hilbert space. We study the existence of the mild solution for the cases when the multi-valued…
We investigate the large population dynamics of a family of stochastic particle systems with three-state cyclic individual behaviour and parameter-dependent transition rates. On short time scales, the dynamics turns out to be approximated…
We propose an approach to obtaining explicit estimates on the resolvent of hypocoercive operators by using Schur complements, rather than from an exponential decay of the evolution semigroup combined with a time integral. We present…
Recently, it has been shown that stochastic spatial Lotka-Volterra models when suitably rescaled can converge to a super Brownian motion. We show that the limit process could be a super stable process if the kernel of the underlying motion…
In this article, we study the ergodicity of neutral retarded stochastic functional differential equations driven by $\alpha$-regular Volterra process. Based on the equivalence between neutral retarded stochastic functional differential…
In this paper we study one dimensional backward stochastic differential equations (BSDEs) with random terminal time not necessarily bounded or finite when the generator F(t,Y,Z) has a quadratic growth in Z. We provide existence and…
We study solutions of the Volterra lattice satisfying the stationary equation for its non-autonomous symmetry. It is shown that the dynamics in $t$ and $n$ are governed by the continuous and discrete Painlev\'e equations, respectively. The…
We address a linear fractional differential equation and develop effective solution methods using algorithms for inversion of triangular Toeplitz matrices and the recently proposed QTT format. The inverses of such matrices can be computed…
This paper establishes explicit solutions for fractional diffusion problems on bounded domains. It also gives stochastic solutions, in terms of Markov processes time-changed by an inverse stable subordinator whose index equals the order of…
A notion of resolvent set for an operator acting in a rigged Hilbert space $\D \subset \H\subset \D^\times$ is proposed. This set depends on a family of intermediate locally convex spaces living between $\D$ and $\D^\times$, called…
In this paper we discuss the solvability of Langevin equations with two Hadamard fractional derivatives. The method of this discussion is to study the solutions of the equivalent Volterra integral equation in terms of Mittag- Leffler…
In this article we discuss the requirements needed in order to characterise the solution space of perturbed linear integro-differential Volterra convolution equations. We highlight in general how the pointwise behaviour of perturbation…
This paper explores some sufficient conditions for the enhanced solvability of strong vector equilibrium problems, which can be established via a variational approach. Enhanced solvability here means existence of solutions, which are strong…
In this thesis we consider so-called linear evolutionary problems, a class of linear partial differential equations covering classical elliptic, parabolic and hyperbolic equations from mathematical physics as well as classes of…
In this paper we consider a stochastic heavy-ball method for solving linear ill-posed inverse problems. With suitable choices of the step-sizes and the momentum coefficients, we establish the regularization property of the method under {\it…