相关论文: Strong solutions to stochastic Volterra equations

In this paper, we study the strong convergence of an algorithm to solve the variational inequality problem which extends(Thong et al, Numerical Algorithms. 78, 1045-1060 (2018)). We have reduced and refined some of their algorithm's…

In this paper, we propose a new general and stable fixed-point approach to compute the resolvents of the composition of a set-valued maximal monotone operator with a linear bounded mapping. Weak, strong and linear convergence of the…

In this paper, we consider a scalar stochastic balance law and gain the existence for stochastic entropy solutions. Our proof relies on the BGK approximation and the generalized It\^{o} formula. Moreover, as an application, we derive the…

We study solutions to conformally invariant equations with isolated singularties.

We develop a powerful and general method to provide rigorous and accurate upper and lower bounds for Lyapunov exponents of stochastic flows. Our approach is based on computer-assisted tools, the adjoint method and established results on the…

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…

We use the inverse scattering transform and a diffusion approximation limit theorem to study the stability of soliton components of the solution of the nonlinear Schr\"{o}dinger and Korteweg-de Vries equations under random perturbations of…

Strong Bochner type integrals with values in locally convex spaces are introduced. It is shown that the strong integral exists in the same cases as the weak (Gelfand-Pettis) integral is known to exist. The strong integral has better…

We prove that under natural assumptions on the data strong solutions in Sobolev spaces of semilinear parabolic equations in divergence form involving measure on the right-hand side may be represented by solutions of some generalized…

For the magnetic Hamiltonian with singular vector potentials, we analytically continue the resolvent to a logarithmic neighborhood of the positive real axis and prove resolvent estimates there. As applications, we obtain asymptotic…

An averaging result is proved for stochastic evolution equations with highly oscillating coefficients. This result applies in particular to equations with almost periodic coefficients. The convergence to the solution of the averaged…

The Volterra integral equations of the first kind with piecewise smooth kernel are considered. Such equations appear in the theory of optimal control of the evolving systems. The existence theorems are proved. The method for constructing…

We study quadrature methods for solving Volterra integral equations of the first kind with smooth kernels under the presence of noise in the right-hand sides, with the quadrature methods being generated by linear multistep methods. The…

We prove novel convergence results for a stochastic proximal gradient algorithm suitable for solving a large class of convex optimization problems, where a convex objective function is given by the sum of a smooth and a possibly non-smooth…

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…

A general class of strongly coupled elliptic systems with quadratic growth in gradients is considered and the existence of their strong solutions is established. The results greatly improve those in a recent paper \cite{dleJFA} as the…

We consider a variant of Bessel SDE by allowing the solution to be complex valued. Such SDEs appear naturally while studying the trace of Schramm-Loewner-Evolutions (SLE). We establish the existence and uniqueness of the strong solution to…

In this article we discuss the requirements needed in order to characterise the solution space of perturbed linear integro-differential Volterra convolution equations. We highlight in general how the pointwise behaviour of perturbation…

In this article we establish exponential moment bounds, moment bounds in fractional order smoothness spaces, a uniform H\"older continuity in time, and strong convergence rates for a class of fully discrete exponential Euler-type numerical…

The existence, uniqueness, and exponential stability results for mild solutions to the fractional neutral stochastic differential system are presented in this article. To demonstrate the results, the concept of bounded integral contractors…