Results 21 to 30 of about 3,307,000 (308)
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
semanticscholar +1 more source
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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Ranking species based on sensitivity to perturbations under non‐equilibrium community dynamics
Ecology Letters, Volume 26, Issue 1, Page 170-183, January 2023., 2023 Managing ecological communities requires fast detection of species that are sensitive to perturbations, but approaches to perform such detection are mostly based on equilibrium population dynamics. We introduce two data‐driven approaches based on the time‐varying Jacobian matrix to rank species over time according to their sensitivity to perturbations ...
Lucas P. Medeiros +4 more
wiley +1 more source
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
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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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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Comparison of Stochastic Volterra Equations [PDF]
Bernoulli, 2000 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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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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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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