Results 91 to 100 of about 4,656 (229)
ON SOLUTION OF BG-VOLTERRA INTEGRAL EQUATIONS
In this study, we center upon obtaining the solution of linear bigeometric Volterra integral equations of the second kind in the sense of bigeometric calculus. The method of successive substitutions and resolvent kernel method are applied for solving the
Nihan, Güngör
core
Dynamic Risk Measures for Anticipated Backward Doubly Stochastic Volterra Integral Equations. [PDF]
Miao L, Liu Z, Hu Y.
europepmc +1 more source
MEAN-FIELD BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATIONS
Mean-field backward stochastic Volterra integral equations (MF-BSVIEs, for short) are introduced and studied. Well-posedness of MF-BSVIEs in the sense of introduced adapted M-solutions is established.
Wang, Tianxiao +2 more
core +2 more sources
In this paper, we present sufficient conditions for Hyers-Ulam-Rassias stability of nonlinear implicit higher-order Volterra-type integrodifferential equations from above on unbounded time scales.
Andrejs Reinfelds, Shraddha Christian
doaj +1 more source
An innovative iterative approach to solving Volterra integral equations of second kind
Many scientists have shown great interest in exploring the realm of second-kind integral equations, offering many techniques for solving them, including exact, approximate, and numerical methods.
Mohammed Abdulshareef Hussein +2 more
doaj +1 more source
Fredholm and Volterra nonlinear possibilistic integral equations
In this paper we study the nonlinear functional equations obtained from the classical integral equations of Fredholm and of Volterra of second kind, by replacing there the linear Lebesgue integral with the nonlinear possibilistic integral.
IANCU, Ionuț T., GAL, Sorin G.
core +1 more source
Oscillations of Volterra integral equations with delay
Consider the Volterra integral equation with delays \(x(t)=f(t)-\int_ 0^ t K(t,s,x_ s)ds\), \(t\geq 0\), where \(f\in C(\mathbb{R}^ +,\mathbb{R})\), \(K(t,s,\varphi)\) is continuous in \(t\) and \(\varphi\), and maps bounded sets into bounded sets.
Karakostas, George +2 more
openaire +4 more sources
Error Estimation for Approximate Solutions of Delay Volterra Integral Equations
This work is related to inequalities in the approximation theory. Mainly, we study numerical solutions of delay Volterra integral equations by using a collocation method based on sigmoidal function approximation. Error estimation and convergence analysis
Oktay Duman, Duman, O.
core +1 more source
Numerical solution of nonlinear stochastic Itô–Volterra integral equations based on Haar wavelets
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
Embedding Stieltjes-Volterra integral equations in Stieltjes integral equations [PDF]
J. A. Reneke has shown that the linear Stieltjes-Volterra integral equations studied by D. B. Hinton can be transformed into Stieltjes integral equations of the type studied by J. S. Mac Nerney. By taking advantage of the nonlinear nature of Mac Nerney’s results, Reneke was able to extend Hinton’s existence theorem to a nonlinear setting. In this paper,
openaire +1 more source

