Results 21 to 30 of about 3,130,595 (306)
Optimal control of forward-backward stochastic Volterra equations [PDF]
, 2016 We study the problem of optimal control of a coupled system of forward-backward stochastic Volterra equations. We use Hida-Malliavin calculus to prove a sufficient and a necessary maximum principle for the optimal control of such systems.
N. Agram, Bernt Oksendal, Samia Yakhlef
semanticscholar +1 more source
A Unified Approach to Some Classes of Nonlinear Integral Equations
Journal of Function Spaces, 2014 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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Stochastic Volterra integral equations with a parameter
Advances in Difference Equations, 2017 In this paper, we study the properties of continuity and differentiability of solutions to stochastic Volterra integral equations and backward stochastic Volterra integral equations depending on a parameter.
Yanqing Wang
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Mathematics, 2021 The main aim of this paper is to numerically solve the first kind linear Fredholm and Volterra integral equations by using Modified Bernstein–Kantorovich operators.
Suzan Cival Buranay +2 more
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Boundary Value Problems For Integrable Equations Compatible With The Symmetry Algebra [PDF]
, 1994 Boundary value problems for integrable nonlinear partial differential equations are considered from the symmetry point of view. Families of boundary conditions compatible with the Harry-Dym, KdV and MKdV equations and the Volterra chain are discussed. We
Burak Gürel +4 more
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Comparison of Stochastic Volterra Equations [PDF]
Bernoulli, 2000 The authors prove a pathwise comparison theorem for solutions of the following one-dimensional stochastic Volterra equations: \[ X_i(t)=\xi_i + \sum_{j=1}^n H(t)\int_0^t \sigma_j(s,X_i(s)) dM_j(s) + \sum_{j=1}^n \int_0^t b_j^i(t,s,X_i(s)) dV_j(s),\quad i=1,2, \] where \(\{H(t)\}\) is a continuous adapted positive and strictly decreasing process ...
Ferreyra, Guillermo, Sundar, Padamanbhan
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Advances in Difference Equations, 2018 This paper aims to obtain an approximate solution for fractional order Riccati differential equations (FRDEs). FRDEs are equivalent to nonlinear Volterra integral equations of the second kind.
Bijan Hasani Lichae +2 more
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The Renormalization-Group Method Applied to Asymptotic Analysis of Vector Fields [PDF]
, 1996 The renormalization group method of Goldenfeld, Oono and their collaborators is applied to asymptotic analysis of vector fields. The method is formulated on the basis of the theory of envelopes, as was done for scalar fields.
Frame, T. Kunihiro
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Ain Shams Engineering Journal, 2018 In this paper, we present the Taylor polynomial solutions of system of higher order linear integro-differential Volterra-Fredholm equations (IDVFE). This method transforms IDVFE into the matrix equations which correspond to a system of linear algebraic ...
Yousef Jafarzadeh, Bagher Keramati
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Predicting solutions of the Lotka‐Volterra equation using hybrid deep network
Theoretical and Applied Mechanics Letters, 2022 Prediction of Lotka-Volterra equations has always been a complex problem due to their dynamic properties. In this paper, we present an algorithm for predicting the Lotka-Volterra equation and investigate the prediction for both the original system and ...
Zi-Fei Lin +3 more
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