相关论文: Strong solutions to stochastic Volterra equations
This paper studies the mean-field backward stochastic Volterra integral equations (mean-field BSVIEs) and associated particle systems. We establish the existence and uniqueness of solutions to mean-field BSVIEs when the generator $g$ is of…
In this paper, the existence and pathwise uniqueness of strong solutions for jump-type stochastic differential equations are investigated under non-Lipschitz conditions. A sufficient condition is obtained for ensuring the non-confluent…
The aim of this paper is to provide a comprehensive analysis of the path-dependent Stochastic Volterra Integral Equations (SVIEs), in which both the drift and the diffusion coefficients are allowed to depend on the whole trajectory of the…
Numerical solution of one-dimensional stochastic integral equations because of the randomness has its own problems, i.e. some of them no have analytically solution or finding their analytic solution is very difficult. This problem for…
We define and solve Volterra equations driven by an irregular signal, by means of a variant of the rough path theory allowing to handle generalized integrals weighted by an exponential coefficient. The results are applied to the fractional…
In the present paper, a Nystrom-type method for second kind Volterra integral equations is introduced and studied. The method makes use of generalized Bernstein polynomials, defined for continuous functions and based on equally spaced…
In this paper, we study the convergence for solutions to a sequence of (possibly degenerate) stochastic differential equations with jumps, when the coefficients converge in some appropriate sense. Our main tools are the superposition…
In this paper, we first study the existence-uniqueness and large deviation estimate of solutions for stochastic Volterra integral equations with singular kernels in 2-smooth Banach spaces. Then, we apply them to a large class of semilinear…
The existence of continuous not necessarily bounded solutions of nonlinear functional Volterra integral inclusions in infinite dimensional setting is shown with the aid of the measure of nonequicontinuity. New abstract topological fixed…
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…
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…
This review summarizes all known results (up to this date) about methods of integration of the classical Lotka-Volterra systems with diffusion and presents a wide range of exact solutions, which are the most important from applicability…
We discuss recent progress in understanding the effects of certain trapping geometries on cut-off resolvent estimates, and thus on the qualititative behavior of linear evolution equations. We focus on trapping that is unstable, so that…
This work is devoted to prove uniqueness result for the positive solution to a strongly competing system of Lotka - Volterra type in the limiting configuration, when the competition rate tends to infinity.
We prove that the standard conditions that provide unique solvability of a mixed stochastic differential equations also guarantee that its solution possesses finite moments. We also present conditions supplying existence of exponential…
In this paper we obtain an It\^o differential representation for a class of singular stochastic Volterra integral equations. As an application, we investigate the rate of convergence in the small time central limit theorem for the solution.
The paper considers the convergence to equilibrium for measure solutions of the spatially homogeneous Boltzmann equation for hard potentials with angular cutoff. We prove the exponential sharp rate of strong convergence to equilibrium for…
In this paper, we establish the existence of probabilistically strong, measure-valued solutions for the stochastic incompressible Navier--Stokes equations and prove their convergence, in the vanishing viscosity limit, to probabilistically…
We develop precise bounds on the growth rates and fluctuation sizes of unbounded solutions of deterministic and stochastic nonlinear Volterra equations perturbed by external forces. The equation is sublinear for large values of the state,…
A stochastic representation for the solutions of the Poisson-Vlasov equation is obtained. The representation involves both an exponential and a branching process. The stochastic representation, besides providing an alternative existence…