相关论文: Solvability of Coupled Forward-Backward Volterra I…
Risk measure is a fundamental concept in finance and in the insurance industry, it is used to adjust life insurance rates. In this current paper, we will study dynamic risk measures by means of backward stochastic Volterra integral…
This paper investigates the optimal control problem for a class of nonlinear fully coupled forward-backward stochastic difference equations (FBS$\Delta$Es). Under the convexity assumption of the control domain, we establish a variational…
Efficient multiphysics models that can adapt to the varying complexity of physical processes in space and time are desirable for modeling fluid migration in the subsurface. Vertical equilibrium (VE) models are simplified mathematical models…
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…
The determination of the first integrals (FIs) of a dynamical system and the subsequent assessment of their integrability or superintegrability in a systematic way is still an open subject. One method which has been developed along these…
Results on well-posedness of three inverse problems with integral conditions on a bounded interval for the generalized Korteweg-de Vries equation without any restrictions on the growth rate of nonlinearity are established. Either the…
We propose a high-precision numerical quadrature framework based on local Fourier extension (LFE) approximations. The method constructs, on each subinterval, a truncated-SVD stabilized local Fourier continuation of the integrand on an…
This paper considers the backstepping design of state feedback controllers for coupled linear parabolic partial integro-differential equations (PIDEs) of Volterra-type with distinct diffusion coefficients, spatially-varying parameters and…
In this work, we concern with the high order numerical methods for coupled forward-backward stochastic differential equations (FBSDEs). Based on the FBSDEs theory, we derive two reference ordinary differential equations (ODEs) from the…
In this paper, we establish the existence and uniqueness of fully coupled forward-backward stochastic differential equations (FBSDEs in short) driven by anomalous sub-diffusions $B_{L_t}$ under suitable monotonicity conditions on the…
In this paper we propose new sufficient conditions for stability of solutions of systems of Volterra linear integral equations and systems of linear integro-differential Volterra equations. Solution stability conditions for systems of…
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…
Full waveform inversion (FWI) can be expressed in a Bayesian framework, where the associated uncertainties are captured by the posterior probability distribution (PPD). In practice, solving Bayesian FWI with sampling-based methods such as…
We consider the numerical solution of the real time equilibrium Dyson equation, which is used in calculations of the dynamical properties of quantum many-body systems. We show that this equation can be written as a system of coupled,…
Variational Autoencoders (VAEs) are powerful generative models widely used for learning interpretable latent spaces, quantifying uncertainty, and compressing data for downstream generative tasks. VAEs typically rely on diagonal Gaussian…
We are concerned with high-dimensional coupled FBSDE systems approximated by the deep BSDE method of Han et al. (2018). It was shown by Han and Long (2020) that the errors induced by the deep BSDE method admit a posteriori estimate…
This paper is concerned with a class of controlled singular Volterra integral equations, which could be used to describe problems involving memories. The well-known fractional order ordinary differential equations of the Riemann--Liouville…
This paper includes an original self contained proof of well-posedness of an initial-boundary value problem involving a non-local parabolic PDE which naturally arises in the study of derivative pricing in a generalized market model. We call…
This paper addresses the problem of global well-posedness of a coupled system of Korteweg-de Vries equations, derived by Majda and Biello in the context of nonlinear resonant interaction of Rossby waves, in a periodic setting in homogeneous…
We investigate nonlinear stochastic Volterra equations in space and time that are driven by L\'evy bases. Under a Lipschitz condition on the nonlinear term, we give existence and uniqueness criteria in weighted function spaces that depend…