Results 41 to 50 of about 21,421 (200)
Abstract and Applied Analysis, 2014 Some linear and nonlinear Gamidov type integral inequalities in two variables are established, which can give the explicit bounds on the solutions to a class of Volterra-Fredholm integral equations.
Kelong Cheng, Chunxiang Guo
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Inverse problem for a Fredholm third order partial integro-differential equation
Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki, 2014 The solvability of various problems for partial differential equations of the third order is researched in many papers. But, partial Fredholm integro-differential equations of the third order are studied comparatively less. Integro-differential equations
Tursun K Yuldashev
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Entomologia Experimentalis et Applicata, EarlyView.Predation methods vary widely in their ability to quantify biological control. Estimating predation rates (the number of prey killed per predator per time unit) is crucial. Combining predation rates with predator abundance yields real‐time field estimates of pests consumed.
Yann Tricault +4 more
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Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
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Analysis of nonlinear oscillators using volterra series in the frequency domain Part I : convergence limits [PDF]
, 2009 The Volterra series representation is a direct generalisation of the linear convolution integral and has been widely applied in the analysis and design of nonlinear systems, both in the time and the frequency domain.
Billings, S.A., Li, L.M.
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Optimal Portfolio Choice With Cross‐Impact Propagators
Mathematical Finance, EarlyView.ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber +2 more
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Abstract and Applied Analysis, 2012 An integral equation of Volterra type with additional compact operator in Banach space is considered. A special case is an integral equation of contact problem that arises in theory of viscoelasticity of mixed Fredholm and Volterra type with spectral ...
Onur Alp İlhan
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Zero-sum linear quadratic stochastic integral games and BSVIEs [PDF]
, 2010 This paper formulates and studies a linear quadratic (LQ for short) game problem governed by linear stochastic Volterra integral equation. Sufficient and necessary condition of the existence of saddle points for this problem are derived. As a consequence
Shi, Yufeng, Wang, Tianxiao
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Applied Stochastic Models in Business and Industry, Volume 42, Issue 3, May/June 2026.ABSTRACT Traditional short‐rate models introduce volatility directly into the instantaneous rate via Brownian shocks. However, empirical data suggest that short‐term interest rates exhibit smoother behavior than such models imply. We propose a two‐factor Gaussian short‐rate model in which the short rate is a deterministic exponential filter of a ...
Allan Jonathan da Silva
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On Some Classes of Linear Volterra Integral Equations
Abstract and Applied Analysis, 2014 The sufficient conditions are obtained for the existence and uniqueness of continuous solution to the linear nonclassical Volterra equation that appears in the integral models of developing systems.
Anatoly S. Apartsyn
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