相关论文: Regularity of Local times associated to Volterra-L…

We consider a discretization of Caputo derivatives resulted from deconvolving a scheme for the corresponding Volterra integral. Properties of this discretization, including signs of the coefficients, comparison principles, and stability of…

English version of the abstract. We study path-wise uniqueness property of a class of stochastic differential equations with local time and sojourn time in the boundary. ----- French version of the abstract. Nous \'etudions l'unicit\'e…

Comparison principles for Volterra equations play a role analogous to maximum principles in PDEs: they provide positivity and stability information on the solution and allow one to control the output of bounded inputs. In the continuous…

We develop the approach to the problem of integrable discretization based on the notion of $r$--matrix hierarchies. One of its basic features is the coincidence of Lax matrices of discretized systems with the Lax matrices of the underlying…

We consider the Euler-Korteweg system with space periodic boundary conditions $ x \in \mathbb T^d $. We prove a local in time existence result of classical solutions for irrotational velocity fields requiring natural minimal regularity…

In this paper we obtain local in time existence and (suitable) uniqueness and continuous dependence for the KP-I equation for small data in the intersection of the energy space and a natural weighted $L^{2}$ space.

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…

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…

Large-time behaviour of solutions to stochastic evolution equations driven by two-sided regular Volterra processes is studied. The solution is understood in the mild sense and takes values in a separable Hilbert space. Sufficient conditions…

We obtain uniqueness and existence of a solution $u$ to the following second-order stochastic partial differential equation (SPDE) : \begin{align} \label{abs eqn} du= \left( \bar a^{ij}(\omega,t)u_{x^ix^j}+ f \right)dt + g^k dw^k_t, \quad t…

This paper establishes H\"{o}lder time regularity of solutions to coupled McKean-Vlasov forward-backward stochastic differential equations (MV-FBSDEs). This is not only of fundamental mathematical interest, but also essential for their…

Using a new approach, for spectrally negative L\'evy processes we find joint Laplace transforms involving the last exit time (from a semi-infinite interval), the value of the process at the last exit time and the associated occupation time,…

This paper develops an $\alpha$-parametrized framework for analyzing the strong convergence of the stochastic theta (ST) method for stochastic differential equations driven by time-changed L\'evy noise (TCSDEwLNs) with time-space-dependent…

We provide a detailed proof of Proposition 3.1 in the paper titled ``Backstepping control of a class of space-time-varying linear parabolic PDEs via time invariant kernel functions''. In the paper titled ``Backstepping control of a class of…

In this work we study a nonlinear Volterra equation with non-symmetric feedback that arises as a particular case of the Gurtin-MacCamy model in population dynamics. We are particularly interested in the existence of slowly oscillating…

We establish Burkholder-Davis-Gundy-type inequalities for stochastic Volterra integrals with a completely monotone convolution kernel, which may exhibit singular behaviour at the origin. When the supremum is taken over a finite interval,…

We consider a class of nonlocal conservation laws modeling traffic flow, given by $ \partial_t u_\varepsilon + \partial_x(V(u_\varepsilon \ast \gamma_\varepsilon)\, u_\varepsilon) = 0 $ with $ \gamma_\varepsilon(\cdot) :=…

The dynamics of a system of particles subject to a 4th order potential field modeling the space-time evolution of wedge disclinations is studied, focusing on finite systems of disclinations within a circular domain. Existence theorems for…

We consider the 3D stochastic Navier-Stokes equation on the torus. Our main result concerns the temporal and spatio-temporal discretisation of a local strong pathwise solution. We prove optimal convergence rates in for the energy error with…

We identify the critical exponent of integrability of the first exit time of rotation invariant stable L\'evy process from parabola--shaped region.