The Granger–Johansen representation theorem for integrated time series on Banach space
Journal of Time Series Analysis, Volume 46, Issue 3, Page 432-457, May 2025.We prove an extended Granger–Johansen representation theorem (GJRT) for finite‐ or infinite‐order integrated autoregressive time series on Banach space. We assume only that the resolvent of the autoregressive polynomial for the series is analytic on and inside the unit circle except for an isolated singularity at unity.
Phil Howlett +4 more
wiley +1 more source
Temporal and spatial regularity of solutions to stochastic Volterra equations of convolution type [PDF]
arXiv, 2012 In the paper regularity of solutions to stochastic Volterra equations in a separable Hilbert space is studied. Sufficient conditions for the temporal and spatial regularity of stochastic convolutions corresponding to the equations under consideration are provided.
arxiv
The Asymptotic Behavior of Solutions of Systems of Volterra Integral Equations [PDF]
, 1948 Alfred Horn
openalex +1 more source
Linear quadratic control problems of stochastic Volterra integral equations
E S A I M: Control, Optimisation and Calculus of Variations, 2018 This paper is concerned with linear quadratic control problems of stochastic differential equations (SDEs, in short) and stochastic Volterra integral equations (SVIEs, in short).
Tianxiao Wang
semanticscholar +1 more source
Oikos, Volume 2025, Issue 5, May 2025.Temperature regulates the physiology and behaviour of organisms. Thus, changing temperatures impact the dynamics of species interactions. Considering that consumer–resource interactions underpin ecological communities, the impacts of warming on the stability of consumer–resource interactions have been extensively studied.
Alexis D. Synodinos +3 more
wiley +1 more source
Numerical solution of nonlinear stochastic Itô–Volterra integral equations based on Haar wavelets
Advances in Difference Equations, 2019 In this paper, an efficient numerical method is presented for solving nonlinear stochastic Itô–Volterra integral equations based on Haar wavelets.
Jieheng Wu, Guo Jiang, Xiaoyan Sang
doaj +1 more source
A Finite Difference Method for Smooth Solution of a System of Linear Volterra Integral Equations [PDF]
مدلسازی پیشرفته ریاضیIn this paper, we propose a finite difference numerical method for the smooth solution of a system of linear Volterra integral equations. This method is a generalization of the finite difference method proposed in [11] and [12] for scalar linear Volterra
Mehdi Jalalvand +2 more
doaj +1 more source
Some problems in nonlinear Volterra integral equations [PDF]
, 1962 John A. Nohel
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A Study of Some Iterative Methods for Solving Fuzzy Volterra-Fredholm Integral Equations
Indonesian Journal of Electrical Engineering and Computer Science, 2018 This paper mainly focuses on the recent advances in the some approximated methods for solving fuzzy Volterra-Fredholm integral equations, namely, Adomian decomposition method, variational iteration method and homotopy analysis method.
Ahmed A. Hamoud, A. D. Azeez, K. Ghadle
semanticscholar +1 more source
Time reversal of Volterra processes driven stochastic differential equation [PDF]
arXiv, 2010 We consider stochastic differential equations driven by some Volterra processes. Under time reversal, these equations are transformed into past dependent stochastic differential equations driven by a standard Brownian motion. We are then in position to derive existence and uniqueness of solutions of the Volterra driven SDE considered at the beginning.
arxiv