相关论文: Stochastic Volterra equations of nonscalar type in…
We discuss the application of multistep collocation methods to Volterra integral equations which contain a weakly singular kernel $(t-\tau)^{\alpha-1}$ with $0 <\alpha <1.$ Convergence orders of the methods are determined and their…
Stemming from the stochastic Lotka-Volterra or predator-prey equations, this work aims to model the spatial inhomogeneity by using stochastic partial differential equations (SPDEs). Compared to the classical models, the SPDE model is more…
We present implicit and explicit versions of a numerical algorithm for solving a Volterra integro-differential equation. These algorithms are an extension of our previous work, and cater for a kernel of general form. We use an appropriate…
In this paper we show that Hilbert space-valued stochastic models are robust with respect to perturbation, due to measurement or approximation errors, in the underlying volatility process. Within the class of stochastic volatility modulated…
We associate backward and forward Kolmogorov equations to a class of fully nonlinear Stochastic Volterra Equations (SVEs) with convolution kernels $K$ that are singular at the origin. Working on a carefully chosen Hilbert space…
A recent paper [J. A. Evans, D. Kamensky, Y. Bazilevs, "Variational multiscale modeling with discretely divergence-free subscales", Computers & Mathematics with Applications, 80 (2020) 2517-2537] introduced a novel stabilized finite element…
We consider stochastic partial differential equations appearing as Markovian lifts of matrix valued (affine) Volterra type processes from the point of view of the generalized Feller property (see e.g., \cite{doetei:10}). We introduce in…
In this paper, we study Hyers-Ulam stability for integral equation of Volterra type in time scale setting. Moreover we study the stability of the considered equation in Hyers-Ulam-Rassias sense. Our technique depends on successive…
In this paper, we are concerned with stochastic Volterra equations with singular kernels and H\"older continuous coefficients. We first establish the well-posedness of these equations by utilising the Yamada-Watanabe approach. Then, we aim…
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…
Predicting the conditional evolution of Volterra processes with stochastic volatility is a crucial challenge in mathematical finance. While deep neural network models offer promise in approximating the conditional law of such processes,…
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…
We study multidimensional stochastic volatility models in which the volatility process is a positive continuous function of a continuous multidimensional Volterra process that can be not self-similar. The main results obtained in this paper…
In the paper, we have introduced the notion of mild bounded ancient solutions to the Navier-Stokes equations in a half space. They play a certain role in understanding whether or not solutions to the initial boundary value problem for the…
In this paper, we design a new iterative algorithm for solving pseudomonotone equilibrium problems in real Hilbert spaces. The advantage of our algorithm is that it requires only one strongly convex programming problem at each iteration.…
Nonholonomic systems are variational models commonly used for mechanical systems with ideal no-slip constraints. This note provides a differential-geometric derivation of the nonholonomic equations of motion for an arbitrary rigid body…
Using a modified version of Schauder's fixed point theorem, measures of non-compactness and classical techniques, we provide new general results on the asymptotic behavior and the non-oscillation of second order scalar nonlinear…
In this work we propose and analyze an abstract parameter dependent model written as a mixed variational formulation based on Volterra integrals of second kind. For the analysis, we consider a suitable adaptation to the classic mixed theory…
We consider a stochastic version of the proximal point algorithm for optimization problems posed on a Hilbert space. A typical application of this is supervised learning. While the method is not new, it has not been extensively analyzed in…
The linear equations of motion of a uniformly rotating, elastic and self-gravitating earth model are analyzed under minimal regularity assumptions. We present existence and uniqueness results for the system, energy estimates, convergence of…