相关论文: Necessary and sufficient conditions for periodic d…

In this paper we consider a class of $p$-evolution equations of arbitrary order with variable coefficients depending on time and space variables $(t,x)$. We prove necessary conditions on the decay rates of the coefficients for the…

Resultants are important special functions used in description of non-linear phenomena. Resultant $R_{r_1, ..., r_n}$ defines a condition of solvability for a system of $n$ homogeneous polynomials of degrees $r_1, ..., r_n$ in $n$…

We consider a wide class of fully nonlinear integro-differential equations that degenerate when the gradient of the solution vanishes. By using compactness and perturbation arguments, we give a complete characterization of the regularity of…

Volterra observations systems with scalar kernels are studied. New sufficient conditions for admissibility of observation operators are developed. The obtained results are applied to time-fractional diffusion equations of distributed order.

We study the Cauchy problem for a multidimensional scalar conservation law with merely continuous flux vector in the class of Besicovitch almost periodic functions. The existence and uniqueness of entropy solutions are established. We…

We propose a novel class of tempo-spatial Ornstein-Uhlenbeck processes as solutions to L\'evy-driven Volterra equations with additive noise and multiplicative drift. After formulating conditions for the existence and uniqueness of…

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…

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…

We prove strong existence and uniqueness, and H\"older regularity, of a large class of stochastic Volterra equations, with singular kernels and non-Lipschitz diffusion coefficient. Extending Yamada-Watanabe's theorem, our proof relies on an…

Conditions for linear integral operators on $L_p$ over measure spaces to satisfy the polynomial covariance type commutation relations are described in terms of defining kernels of the corresponding integral operators. Representation by…

In this work we study the existence of periodic and asymptotically periodic solutions of a system of nonlinear Volterra difference equations with infinite delay. By means of fixed point theory, we furnish conditions that guarantee the…

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 prove a law of large numbers and functional central limit theorem for a class of multivariate Hawkes processes with time-dependent reproduction rate. We address the difficulties induced by the use of non-convolutive Volterra processes by…

We study stochastic convolutions providing by fundamental solutions of a class of integrodifferential equations which interpolate the heat and the wave equations. We give sufficient condition for the existence of function--valued…

The situation of the metastable phase decay on the several types of heterogeneous centers is considered. The iteration procedure is formulated and with the help of the avalanche consumption property all iterations can be calculated. The…

We give a substitute to Feller property for semigroups of time-changed processes; under some conditions this leads to establish sufficient (new) conditions for the semigroups to be Feller. Moreover, given a standard process and a sequence…

Volterra processes appear in several applications ranging from turbulence to energy finance where they are used in the modelling of e.g. temperatures and wind and the related financial derivatives. Volterra processes are in general…

We develop a unified framework for constructing matrix approximations to the convolution operator of Volterra type defined by functions that are approximated using classical orthogonal polynomials on $[-1, 1]$. The numerically stable…

A family of continuous-time generalized autoregressive conditionally heteroscedastic processes, generalizing the $\operatorname {COGARCH}(1,1)$ process of Kl\"{u}ppelberg, Lindner and Maller [J. Appl. Probab. 41 (2004) 601--622], is…

This paper is devoted to establishing the full scaling limit theorems for multivariate Hawkes processes. Under some mild conditions on the exciting kernels, we develop a new way to prove that after a suitable time-spatial scaling, the…