Results 121 to 130 of about 3,307,000 (308)

Nonlinear Volterra Integrodifferential Equations

Journal of Mathematical Analysis and Applications, 1994
AbstractUsing Bessel potential spaces and interpolation theory, we show the existence and uniqueness of global weak solutions of the semilinear Volterra integrodifferential equation u′(t) + Au(t) = ∫t0a(t, s)g(s, u(s)) ds + ƒ(t, u(t)), t ≥ 0u(0) = u0.
Melvin L Heard, S.M. Rankin
openaire   +2 more sources

New qualitative criteria for solutions of Volterra integro-differential equations

Arab Journal of Basic and Applied Sciences, 2018
In this paper, we consider certain non-linear scalar Volterra integro-differential equations and Volterra integro-differential systems of first order.
C. Tunç, O. Tunç
semanticscholar   +1 more source

The emergence of double entry bookkeeping

The Economic History Review, Volume 78, Issue 2, Page 499-528, May 2025.
Abstract Double entry account books of medieval Italian merchants and bankers have been extensively used as primary sources by historians of several disciplines interested in business, trade, commodities, markets, sources, prices, interest rates, exchange rates, tariffs, taxes, wages, rents, agents, networks, and many other related topics.
Alan Sangster
wiley   +1 more source

Numerical solution of nonlinear Volterra–Fredholm integral equations using hybrid of block-pulse functions and Taylor series

Alexandria Engineering Journal, 2013
A numerical method based on an NM-set of general, hybrid of block-pulse function and Taylor series (HBT), is proposed to approximate the solution of nonlinear Volterra–Fredholm integral equations. The properties of HBT are first presented.
Farshid Mirzaee, Ali Akbar Hoseini
doaj   +1 more source

Dependence properties of stochastic volatility models

Journal of Time Series Analysis, Volume 46, Issue 3, Page 421-431, May 2025.
The concepts of physical dependence and approximability have been extensively used over the past two decades to quantify nonlinear dependence in time series. We show that most stochastic volatility models satisfy both dependence conditions, even if their realizations take values in abstract Hilbert spaces, thus covering univariate, multi‐variate and ...
Piotr Kokoszka, Neda Mohammadi, Haonan Wang   +2 more
wiley   +1 more source

Abstract non-scalar Volterra difference equations [PDF]

arXiv
In this paper, we investigate the abstract non-scalar Volterra difference equations. We employ the Poisson like transforms to connect the solutions of the abstract non-scalar Volterra integro-differential equations and the abstract non-scalar Volterra difference equations.
arxiv  

Volterra Equations Driven by Rough Signals [PDF]

arXiv, 2019
This article is devoted to the extension of the theory of rough paths in the context of Volterra equations with possibly singular kernels. We begin to describe a class of two parameter functions defined on the simplex called Volterra paths. These paths are used to construct a so-called Volterra-signature, analogously to the signature used in Lyon's ...
arxiv  

On the inversion of the Volterra integral equation [PDF]

, 1952
B. Groß
openalex   +1 more source

On behaviours of functional Volterra integro-differential equations with multiple time lags

, 2018
In this paper, the authors consider a non-linear Volterra integro-differential equation (NVIDE) of first order with multiple constant time lags. They obtain new sufficient conditions on stability (S), boundedness (B), global asymptotic stability (GAS) of
C. Tunç, O. Tunç
semanticscholar   +1 more source

EXISTENCE AND UNIQUENESS THEOREMS FOR FRACTIONAL VOLTERRA-FREDHOLM INTEGRO-DIFFERENTIAL EQUATIONS

International Journal of Apllied Mathematics, 2018
In this article, the homotopy perturbation method has been successfully applied to find the approximate solution of a Caputo fractional Volterra-Fredholm integro-differential equation.
Ahmed A. Hamoud, K. Ghadle, M. Issa, Giniswamy Giniswamy   +3 more
semanticscholar   +1 more source