相关论文: On Dynamics of $\ell$- Volterra Quadratic Stochast…

Volterra's integral equations with local and nonlocal loads represent the novel class of integral equations that have attracted considerable attention in recent years. These equations are a generalisation of the classic Volterra integral…

We establish existence and uniqueness for infinite dimensional Riccati equations taking values in the Banach space L 1 ($\mu$ $\otimes$ $\mu$) for certain signed matrix measures $\mu$ which are not necessarily finite. Such equations can be…

Let us denote ${\cal V}$, the finite dimensional vector spaces of functions of the form $\psi(x) = p_n(x) + f(x) p_m(x)$ where $p_n(x)$ and $p_m(x)$ are arbitrary polynomials of degree at most $n$ and $m$ in the variable $x$ while $f(x)$…

In stochastic Volterra rough volatility models, the volatility follows a truncated Brownian semi-stationary process with stochastic vol-of-vol. Recently, efficient VIX pricing Monte Carlo methods have been proposed for the case where the…

We describe the spectrum of certain integration operators acting on general- ized Fock spaces.

The paper focuses on solving one class of Volterra equations of the first kind, which is characterized by the variability of all integration limits. These equations were introduced in connection with the problem of identifying nonsymmetric…

Volterra functions were introduced at the beginning of the twentieth century as solutions of some integral equations of convolution type with logarithmic kernel. Since then, few authors have studied this family of functions and faced with…

In this article, using an idea of the physics superselection principal, we study a modularity on vertex operator algebras arising from semisimple primary vectors. We generalizes the theta functions on vertex operator algebras and prove that…

In this paper, we introduce and analyze multidimensional vector-valued Laplace transform of functions with values in sequentially complete locally convex spaces. A great number of our results seem to be new even for the functions with…

We consider a Schr\"odinger operator $H=-\Delta+V(\vec x)$ in dimension two with a quasi-periodic potential $V(\vec x)$. We prove that the absolutely continuous spectrum of $H$ contains a semiaxis and there is a family of generalized…

In this article we consider 2-dimensional surfaces. We define some new operators which enable us to evaluate quantities of the surface, such invariants, in a more systematic way.

We study the quadratic Kramers-Fokker-Planck operator with a constant magnetic field and with a quadratic potential. We describe the exact expression of the norm of the semi-group associated to the operator near the equilibrium. At this…

In this paper we analyze recent work \cite{Hone1} by Hone, Roberts and Vanhaecke, where the so-called Volterra map was introduced via the Lax equation that looks similar to the Lax representation for the Mumford's system \cite{Vanhaecke}.…

We consider the three-dimensional Dirac operator coupled with a combination of electrostatic and Lorentz scalar $\delta$-shell interactions. We approximate this operator with general local interactions $V$. Without any hypotheses of…

Sharp upper and lower estimates are obtained of the approximation numbers of a Sobolev embedding and an integral operator of Volterra type. These lead to asymptotic formulae for the approximation numbers and certain other s-numbers.

The almost sure rate of exponential-polynomial growth or decay of affine stochastic Volterra and affine stochastic finite-delay equations is investigated. These results are achieved under suitable smallness conditions on the intensities of…

In this note, we present a characterization of semistable unitary operators on $L^2(\mathbb{R})$, under the assumption that the operator is (i) translation-invariant, (ii) symmetric, and (iii) locally uniformly continuous (LUC) under…

We introduce a local non-determinism condition for Volterra It\^{o} processes that captures smoothing properties of possibly degenerate noise. By combining the stochastic sewing lemma with one-step Euler approximations, we first prove the…

We present two quaternion-based sliding variables for controlling the orientation of a manipulator's end-effector. Both sliding variables are free of singularities and represent global exponentially convergent error dynamics that do not…

Beltrami fields occur as stationary solutions of the Euler equations of fluid flow and as force free magnetic fields in magnetohydrodynamics. In this paper we discuss the role of Beltrami fields when considered as operators acting on a…