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Volterra–Stieltjes integral equations and impulsive Volterra–Stieltjes integral equations
In this paper, we prove existence and uniqueness of solutions of Volterra–Stieltjes integral equations using the Henstock–Kurzweil integral. Also, we prove that these equations encompass impulsive Volterra–Stieltjes integral equations and prove the ...
Edgardo Alvarez+3 more
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Classical Theory of Linear Multistep Methods for Volterra Functional Differential Equations
Based on the linear multistep methods for ordinary differential equations (ODEs) and the canonical interpolation theory that was presented by Shoufu Li who is exactly the second author of this paper, we propose the linear multistep methods for general ...
Yunfei Li, Shoufu Li
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This paper proposes to model fractional behaviors using Volterra equations. As fractional differentiation-based models that are commonly used to model such behaviors exhibit several drawbacks and are particular cases of Volterra equations (in the kernel ...
Vincent Tartaglione+2 more
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Stability theory for Volterra equations
T. A. Burton
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A numerical approach based on shifted Jacobi-Gauss collocation method for solving mixed Volterra-Fredholm integral equations is introduced. The novel technique with shifted Jacobi-Gauss nodes is applied to reduce the mixed Volterra-Fredholm integral ...
A Z Amin+4 more
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In this paper, we consider a class of impulsive stochastic Volterra-Levin equations. By establishing a new integral inequality, some sufficient conditions for the existence and global attractivity of periodic solution for impulsive stochastic Volterra ...
dingshi li, Daoyi Xu
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The Stochastic Volterra Equation [PDF]
We study the stochastic (Skorohod) integral equation of the Volterra type $$ {X_t}(\omega ) = {Y_t}(\omega ) + \int\limits_0^t {b(t,s){X_s}(\omega )ds} + \int\limits_0^t {\sigma (t,s){X_s}(\omega )\delta {B_s}(\omega )} $$ where Y, b and a are given functions; b and a are bounded, deterministic and Yt is stochastic, not necessarily adapted.
Øksendal, Bernt, Zhang, Tusheng
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Comparison of Stochastic Volterra Equations [PDF]
Let (Q,, Y, , {Yt: t > 0}, P) be a probability space with the filtration satisfying the usual hypotheses. For each j = 1, ..., n, let {Mj(t)} be a real-valued continuous local martingale adapted to (Yt), and { Vj(t)} be a continuous ('t)-adapted process, each with paths of bounded variation on compacts.
Ferreyra, Guillermo, Sundar, Padamanbhan
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A Unified Approach to Some Classes of Nonlinear Integral Equations
We are going to discuss some important classes of nonlinear integral equations such as integral equations of Volterra-Chandrasekhar type, quadratic integral equations of fractional orders, nonlinear integral equations of Volterra-Wiener-Hopf type, and ...
Nurgali K. Ashirbayev+2 more
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The paper considers two types of Volterra integral equations of the first kind, arising in the study of inverse problems of the dynamics of controlled heat power systems.
Svetlana Solodusha, Mikhail Bulatov
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