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We prove the existence of weak solutions for distribution-dependent stochastic Volterra equations under linear growth and continuity conditions on the coefficients and mild regularity assumptions on the kernels, including singular kernels.…

概率论 · 数学 2026-04-28 Martin Bergerhausen , David J. Prömel

We obtain general weak existence and stability results for stochastic convolution equations with jumps under mild regularity assumptions, allowing for non-Lipschitz coefficients and singular kernels. Our approach relies on weak convergence…

概率论 · 数学 2021-12-22 Eduardo Abi Jaber , Christa Cuchiero , Martin Larsson , Sergio Pulido

We prove the existence of weak solutions of It\^o's stochastic time dependent equations with irregular diffusion and drift terms of Morrey spaces. Weak uniqueness (generally conditional) and a conjecture pertaining to strong solutions are…

概率论 · 数学 2024-09-16 N. V. Krylov

The existence of strong solutions and pathwise uniqueness are established for one-dimensional stochastic Volterra equations with locally H{\"o}lder continuous diffusion coefficients and sufficiently regular kernels. Moreover, we study the…

概率论 · 数学 2023-06-02 David J. Prömel , David Scheffels

We prove existence of weak solutions (in the probabilistic sense) for a general class of stochastic semilinear wave equations on bounded domains of $R^d$ driven by a possibly discontinuous square integrable martingale.

偏微分方程分析 · 数学 2012-02-08 Carlo Marinelli , Lluís Quer-Sardanyons

We show the existence of local and global in time weak martingale solutions for a stochastic version of the Othmer-Dunbar-Alt kinetic model of chemotaxis under suitable assumptions on the turning kernel and stochastic drift coefficients,…

偏微分方程分析 · 数学 2026-03-30 Benjamin Gess , Sebastian Herr , Anne Niesdroy

We establish new weak existence results for $d$-dimensional Stochastic Volterra Equations (SVEs) with continuous coefficients and possibly singular one-dimensional non-convolution kernels. These results are obtained by introducing an…

概率论 · 数学 2026-05-14 Eduardo Abi Jaber , Aurélien Alfonsi , Guillaume Szulda

We prove the existence and weak uniqueness of weak solutions of It\^o's stochastic time dependent equations with irregular diffusion and drift terms of Morrey class with mixed norms.

概率论 · 数学 2023-05-09 N. V. Krylov

We derive unique Banach-valued solutions to stochastic Volterra equations with random coefficients that may depend on pure chance and involve singular kernels. In particular, for controlled and distribution-dependent coefficients these…

概率论 · 数学 2026-02-11 Alexander Kalinin

This work is about the existence of martingale solutions and weak solutions for a stochastic nonlocal Burgers equation on bounded intervals. The existence of a martingale solution is shown by using a Galerkin approximation, Prokhorov's…

概率论 · 数学 2014-10-29 Guangying Lv , Jinqiao Duan

We study stochastic Volterra equations in Hilbert spaces driven by cylindrical Gaussian noise. We derive a mild formulation for the stochastic Volterra equation, prove the equivalence of mild and strong solutions, the existence and…

概率论 · 数学 2023-11-14 Luigi Amedeo Bianchi , Stefano Bonaccorsi , Martin Friesen

We investigate stochastic Volterra equations and their limiting laws. The stochastic Volterra equations we consider are driven by a Hilbert space valued \Levy noise and integration kernels may have non-linear dependence on the current state…

概率论 · 数学 2020-07-22 Fred Espen Benth , Nils Detering , Paul Kruehner

In this paper we give a survey of results on various analytical aspects of time fractional diffusion equations. We describe the approach via abstract Volterra equations and collect results on strong solutions in the $L_p$ sense. We further…

偏微分方程分析 · 数学 2019-06-21 Rico Zacher

In this paper stochastic Volterra equations admitting exponentially bounded resolvents are studied. After obtaining convergence of resolvents, some properties of stochastic convolutions are given. The paper provides a sufficient condition…

概率论 · 数学 2011-11-09 Anna Karczewska , Carlos Lizama

This paper studies existence and uniqueness of solutions to generalized Volterra integral equations. Since our proof for existence and uniqueness does not make use of Banach fixed point theorem unlike the previous papers focused on this…

经典分析与常微分方程 · 数学 2011-03-01 Basak Karpuz

In this text matrix Volterra integral equation of the first kind is addressed. It is assumed that kernels of the equation have jump discontinuities on non-intersecting curves. Such equations appear in the theory of evolving dynamic systems.…

动力系统 · 数学 2012-09-03 Denis Sidorov

We construct non-negative weak solutions of fast diffusion equations with a divergence type of drift term satisfying the $L^q$-energy inequality and speed estimate in Wasserstein spaces under some integrability conditions on the drift term.…

偏微分方程分析 · 数学 2025-02-26 Sukjung Hwang , Kyungkeun Kang , Hwa Kil Kim

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…

概率论 · 数学 2020-05-01 Alexandre Pannier , Antoine Jacquier

In this work, we establish a comparison principle for stochastic Volterra equations with respect to the initial condition and the drift $b$ applicable to a wide class of Volterra kernels and input curves $g$ that may be singular at zero.…

概率论 · 数学 2025-09-26 Ole Cañadas , Martin Friesen

In this paper, we first establish the existence, uniqueness and H\"older continuity of the solution to stochastic Volterra integral equations with weakly singular kernels. Then, we propose a $\theta$-Euler-Maruyama scheme and a Milstein…

数值分析 · 数学 2020-04-13 Min Li , Chengming Huang , Yaozhong Hu
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