Results 11 to 20 of about 3,130,595 (306)
Weak existence and uniqueness for affine stochastic Volterra equations with L1-kernels [PDF]
Bernoulli, 2019 We provide existence, uniqueness and stability results for affine stochastic Volterra equations with $L^1$-kernels and jumps. Such equations arise as scaling limits of branching processes in population genetics and self-exciting Hawkes processes in ...
Eduardo Abi Jaber
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A Dynamic Analysis of Energy Storage With Renewable and Diesel Generation Using Volterra Equations [PDF]
IEEE Transactions on Industrial Informatics, 2019 Energy storage systems will play a key role in the power system of the 21st century considering the large penetrations of variable renewable energy, growth in transport electrification, and decentralization of heating loads. Therefore, reliable real-time
D. N. Sidorov +7 more
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Stability theory for Volterra equations
Journal of Differential Equations, 1979 T. A. Burton
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Volterra–Stieltjes integral equations and impulsive Volterra–Stieltjes integral equations
Electronic Journal of Qualitative Theory of Differential Equations, 2020 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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PLoS ONE, 2023 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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Numerical methods for stochastic Volterra integral equations with weakly singular kernels [PDF]
IMA Journal of Numerical Analysis, 2020 In this paper we first establish the existence, uniqueness and Hölder continuity of the solution to stochastic Volterra integral equations (SVIEs) with weakly singular kernels, with singularities $\alpha \in (0, 1)$ for the drift term and $\beta \in (0,
Min Li, Chengming Huang, Yaozhong Hu
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Solving two-dimensional nonlinear fuzzy Volterra integral equations by homotopy analysis method
Demonstratio Mathematica, 2021 The purpose of the paper is to find an approximate solution of the two-dimensional nonlinear fuzzy Volterra integral equation, as homotopy analysis method (HAM) is applied.
A. Georgieva
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Electronic Journal of Qualitative Theory of Differential Equations, 2012 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]
, 1993 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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Extended backward stochastic Volterra integral equations and their applications to time-Inconsistent stochastic recursive control problems [PDF]
Mathematical Control and Related Fields, 2020 In this paper, we study extended backward stochastic Volterra integral equations (EBSVIEs, for short). We establish the well-posedness under weaker assumptions than the literature, and prove a new kind of regularity property for the solutions.
Yushi Hamaguchi
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