semilinear stochastic evolution equations with multiplicative l'evy noise are considered‎. ‎the drift term is assumed to be monotone nonlinear and with linear growth‎. ‎unlike other similar works‎, ‎we do not impose coercivity conditions on coefficients‎. ‎we establish the continuous dependence of the mild solution with respect to initial conditions and also on coefficients. ‎as corollaries of ...

In the paper stochastic Volterra equations of nonscalar type are studied using resolvent approach. The aim of this note is to provide some results on stochastic convolution and integral mild solutions to those Volterra equations. The motivation of the paper comes from a model of aging viscoelastic materials.

in this article,we present a wavelet method for solving stochastic volterra integral equations based on haar wavelets. first, we approximate all functions involved in the problem by haar wavelets then, by substituting the obtained approximations in the problem, using the it^{o} integral formula and collocation points then, the main problem changes into a system of linear or nonlinear equation w...

in this paper, we present an efficient method for determining the solution of the stochastic second kind volterra integral equations (svie) by using the taylor expansion method. this method transforms the svie to a linear stochastic ordinary differential equation which needs specified boundary conditions. for determining boundary conditions, we use the integration technique. this technique give...

Fundamental solutions of space-time fractional diffusion equations can be interpret as probability density functions. This fact creates a strong link with stochastic processes. Recasting probability density functions in terms of subordination laws has emerged to be important to built up stochastic processes. In particular, for diffusion processes, subordination can be understood as a diffusive ...

In this paper, we present an approximate method to solve the solution of the second kind Volterra integral equations. This method is based on a previous scheme, applied by Maleknejad ‎et al., ‎‎[K. Maleknejad ‎and Aghazadeh, Numerical solution of Volterra integral equations of the second kind with convolution kernel by using Taylor-series expansion method, ‎Appl. Math. Comput.‎ (2005)]‎ to gain...

This article proposes an optimal method for approximate answer of stochastic Ito-Voltrra integral equations, via rationalized Haar functions and their stochastic operational matrix of integration. Stochastic Ito-voltreea integral equation is reduced to a system of linear equations. This scheme is applied for some examples. The results show the efficiency and accuracy of the method.

planar d-bar integral equation is one of the inverse scattering solution methods for complex problems including inverse conductivity considered in applications such as electrical impedance tomography (eit). recently two different methodologies are considered for the numerical solution of d-bar integrals equation, namely product integrals and multigrid. the first one involves high computational ...

Abstract. We develop a stochastic calculus for processes which are built by convoluting a pure jump, zero expectation Lévy process with a Volterra-type kernel. This class of processes contains, for example, fractional Lévy processes as studied in Marquardt (2006b). The integral which we introduce is a Skorohod integral. Nonetheless we avoid the technicalities from Malliavin calculus and white n...