English
Related papers

Related papers: Further results on some singular linear stochastic…

200 papers

Delay Gronwall inequality with a weakly singular kernel has been a subject of interest in various mathematical studies. In this article, we will delve into the consideration of this inequality and its application in the study continuity of…

Dynamical Systems · Mathematics 2024-04-18 Javad A. Asadzade , Jasarat J. Gasimov , Nazim I. Mahmudov

In the paper $k$-multiple self-intersection local time for planar Gaussian integrators generated by linear operator with nontrivial kernel is studied. In this case additional singularities arise in its formal Fourier--Wiener transform. In…

Probability · Mathematics 2015-05-26 A. A. Dorogovtsev , O. L. Izyumtseva

We consider the tomography problem of recovering a covector field on a simple Riemannian manifold based on its weighted Doppler transformation over a family of curves $\Gamma$. This is a generalization of the attenuated Doppler transform.…

Differential Geometry · Mathematics 2009-05-15 Sean Holman , Plamen Stefanov

Based on the notion of paracontrolled distributions, we provide existence and uniqueness results for rough Volterra equations of convolution type with potentially singular kernels and driven by the newly introduced class of convolutional…

Probability · Mathematics 2021-09-21 David J. Prömel , Mathias Trabs

Controlled ordinary differential equations driven by continuous bounded variation curves can be considered a continuous time analogue of recurrent neural networks for the construction of expressive features of the input curves. We ask up to…

Classical Analysis and ODEs · Mathematics 2025-02-06 Mie Glückstad , Nicola Muca Cirone , Josef Teichmann

This article is devoted to the extension of the theory of rough paths in the context of Volterra equations with possibly singular kernels. We begin to describe a class of two parameter functions defined on the simplex called Volterra paths.…

Probability · Mathematics 2021-03-04 Fabian A. Harang , Samy Tindel

We study in this paper the monotonicity properties of the numerical solutions to Volterra integral equations with nonincreasing completely positive kernels on nonuniform meshes. There is a duality between the complete positivity and the…

Numerical Analysis · Mathematics 2023-10-04 Yuanyuan Feng , Lei Li

We introduce and study a family of lattice equations which may be viewed either as a strongly nonlinear discrete extension of the Gardner equation, or a non-convex variant of the Lotka-Volterra chain. Their deceptively simple form supports…

Pattern Formation and Solitons · Physics 2021-08-11 Philip Rosenau , Arkady Pikovsky

A structure-preserving kernel ridge regression method is presented that allows the recovery of nonlinear Hamiltonian functions out of datasets made of noisy observations of Hamiltonian vector fields. The method proposes a closed-form…

Machine Learning · Statistics 2025-04-07 Jianyu Hu , Juan-Pablo Ortega , Daiying Yin

We consider linear scalar wave equations with a hereditary integral term of the kind used to model viscoelastic solids. The kernel in this Volterra integral is a sum of decaying exponentials (The so-called Maxwell, or Zener model) and this…

Numerical Analysis · Mathematics 2021-12-23 Yongseok Jang , Simon Shaw

The recent analysis on noncommutative geometry, showing quantization of the volume for the Riemannian manifold entering the geometry, can support a view of quantum mechanics as arising by a stochastic process on it. A class of stochastic…

Quantum Physics · Physics 2017-11-03 Marco Frasca

This paper introduces a method for the nonparametric Bayesian learning of nonlinear operators, through the use of the Volterra series with kernels represented using Gaussian processes (GPs), which we term the nonparametric Volterra kernels…

Machine Learning · Statistics 2021-06-11 Magnus Ross , Michael T. Smith , Mauricio A. Álvarez

We extend the generalized gradient-flow framework of Peletier, Rossi, Savar\'e, and Tse to singular jump processes on abstract metric spaces, moving beyond the translation-invariant kernels considered in $\mathbb{R}^d$ and $\mathbb{T}^d$ in…

Analysis of PDEs · Mathematics 2025-09-24 Jasper Hoeksema , Riccarda Rossi , Oliver Tse

We prove that many aspects of the differential geometry of embedded Riemannian manifolds can be formulated in terms of multi linear algebraic structures on the space of smooth functions. In particular, we find algebraic expressions for…

Differential Geometry · Mathematics 2010-09-27 Joakim Arnlind , Jens Hoppe , Gerhard Huisken

The Volterra signature extends the classical path signature by incorporating general matrix-valued kernel into its iterated integral structure, yielding a flexible notion of memory for time series. Its components can be viewed as successive…

Numerical Analysis · Mathematics 2026-05-19 Paul P. Hager , Fabian N. Harang , Luca Pelizzari , Samy Tindel

The theory of affine processes has been recently extended to the framework of stochastic Volterra equations with continuous trajectories. These so-called affine Volterra processes overcome modeling shortcomings of affine processes because…

Probability · Mathematics 2022-03-15 Alessandro Bondi , Giulia Livieri , Sergio Pulido

In the present paper we consider the regularizing properties of the repeated midpoint rule for the stable solution of weakly singular Volterra integral equations of the first kind with perturbed right hand sides. The H\"older continuity of…

Numerical Analysis · Mathematics 2017-09-12 Robert Plato

The kinematic theory of Weingarten-Volterra line defects is revisited, both at small and finite deformations. Existing results are clarified and corrected as needed, and new results are obtained. The primary focus is to understand the…

Classical Physics · Physics 2018-09-26 Amit Acharya

In this paper, we prove Wiener's criterion for parabolic equations with singular and degenerate coefficients. To be precise, we study the problem of the regularity of boundary points for the Dirichlet problem for degenerate parabolic…

Analysis of PDEs · Mathematics 2023-03-16 Xi Hu , Lin Tang

We derive bridges from general multidimensional linear non time-homogeneous processes using only the transition densities of the original process giving their integral representations (in terms of a standard Wiener process) and so-called…

Probability · Mathematics 2014-03-25 Matyas Barczy , Peter Kern