Asymptotic separation for stochastic Volterra integral equations with doubly singular kernels

DOI10.1016/J.AML.2020.106880zbMath1460.45005OpenAlexW3095998106MaRDI QIDQ2225286

Min Li, Yaozhong Hu, Cheng-Ming Huang

Publication date: 8 February 2021

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2020.106880

zbMATH Keywords

asymptotic separation rate of two distinct solutionsreverse singular Gronwall inequalitystochastic Volterra integral equations with doubly singular kernel

Mathematics Subject Classification ID

Asymptotics of solutions to integral equations (45M05) Volterra integral equations (45D05) Stochastic integral equations (60H20) Singular integral equations (45E99)

Related Items (5)

Optimal Convergence Rate of $\theta$--Maruyama Method for Stochastic Volterra Integro-Differential Equations with Riemann--Liouville Fractional Brownian Motion ⋮ Singular stochastic Volterra integral equations with Mittag–Leffler kernels: well-posedness and strong convergence of θ-Maruyama method ⋮ Fast Euler-Maruyama method for weakly singular stochastic Volterra integral equations with variable exponent ⋮ Stochastic heat equation with general rough noise ⋮ Stochastic Volterra integral equations with doubly singular kernels and their numerical solutions

Cites Work

• Integral equations with diagonal and boundary singularities of the kernel
• Geometric theory of semilinear parabolic equations
• Lévy-driven stochastic Volterra integral equations with doubly singular kernels: existence, uniqueness, and a fast EM method
• Analysis on Gaussian Spaces
• NUMERICAL SOLUTION OF VOLTERRA INTEGRAL EQUATIONS WITH WEAKLY SINGULAR KERNELS WHICH MAY HAVE A BOUNDARY SINGULARITY
• Asymptotic separation between solutions of Caputo fractional stochastic differential equations
• Mittag-Leffler Functions, Related Topics and Applications

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