On parabolic stochastic integro-differential equations: existence, regularity and numerics [PDF]
, 2015 In this thesis, we study the existence, uniqueness, and regularity of systems of degenerate linear stochastic integro-differential equations (SIDEs) of parabolic type with adapted coefficients in the whole space.
Leahy, James-Michael
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Global Existence and Uniqueness of Solutions of Integral Equations with Multiple Variable Delays and Integro Differential Equations: Progressive Contractions [PDF]
In this work, we delve into a nonlinear integral equation (IEq) with multiple variable time delays and a nonlinear integro-differential equation (IDEq) without delay.
Osman Tunç +5 more
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Физика волновых процессов и радиотехнические системы, 2017 Diffraction problem of electromagnetic wave propagation on system of arbitrary located screens and bodies is considered. Uniqueness and solvability theorems are proved.
Yu.G. Smirnov
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Operational matrices based on the shifted fifth-kind Chebyshev polynomials for solving nonlinear variable order integro-differential equations. [PDF]
Adv Differ Equ, 2021 Jafari H, Nemati S, Ganji RM.
europepmc +1 more source
A numerical method for the expected penalty–reward function in a Markov-modulated jump–diffusion process. [PDF]
A generalization of the Cramér–Lundberg risk model perturbed by a diffusion is proposed. Aggregate claims of an insurer follow a compound Poisson process and premiums are collected at a constant rate with additional random fluctuation.
Usábel, Miguel A., Diko, Peter
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Random and periodic homogenization for some nonlinear partial differential equations [PDF]
, 2009 textIn this dissertation we prove the homogenization for two very different classes of nonlinear partial differential equations and nonlinear elliptic integro-differential equations.
Schwab, Russell William, 1979-
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Convergence analysis of the sinc collocation method for integro-differential equations system [PDF]
Sahand Communications in Mathematical Analysis, 2016 In this paper, a numerical solution for a system of linear Fredholm integro-differential equations by means of the sinc method is considered. This approximation reduces the system of integro-differential equations to an explicit system of algebraic ...
Mohammad Zarebnia
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On a Class of Parabolic Integro-Differential Equations
Zeitschrift für Analysis und ihre Anwendungen, 2000 Existence and uniqueness results for the integro-differential equation u_1(x, t) - au_{xx} (x, t) = c(x, t)u(x, t) + \int^1_0 k(s, x)h(s, t, u(s, t)) ds + f(x, t)\\\ ((x,t) \in Q) subject to the boundary condition
openaire +2 more sources
Forward equations for option prices in semimartingale models [PDF]
We derive a forward partial integro-differential equation for prices of call options in a model where the dynamics of the underlying asset under the pricing measure is described by a -possibly discontinuous- semimartingale. This result generalizes Dupire'
Rama Cont, Amel Bentata
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Generalized Collocation Method for Integro-Differential Equations in an Exceptional Case [PDF]
, 2020 © 2018, Pleiades Publishing, Ltd. We study a linear integro-differential equation with a coefficient that has finite-order zeros. To solve the equation approximately in a distribution space, we suggest and substantiate a generalized collocation method ...
Gabbasov N.
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