NON-LIPSCHITZ BACKWARD STOCHASTIC VOLTERRA TYPE EQUATIONS WITH JUMPS

2007 ◽  
Vol 07 (04) ◽  
pp. 479-496 ◽  
Author(s):  
ZHIDONG WANG ◽  
XICHENG ZHANG
Keyword(s):  
Integral Equation ◽  
Brownian Motion ◽  
Volterra Integral Equation ◽  
Existence And Uniqueness ◽  
Jump Process ◽  
Uniqueness Of Solution ◽  
Volterra Type

In this paper, we prove the existence and uniqueness of solution for the backward stochastic Volterra integral equation with non-Lipschitz coefficients and driven by Brownian motion and jump process. Moreover, when the equation is driven only by Brownian motion, we also study the continuity of the solution with respect to the time.

scholarly journals Runge-Kutta and Block by Block Methods to Solve Linear Two-Dimensional Volterra Integral Equation with Continuous Kernel

2016 ◽  
Vol 11 (10) ◽  
pp. 5705-5714
Author(s):  
Abeer Majed AL-Bugami
Keyword(s):  
Integral Equation ◽  
Volterra Integral Equation ◽  
Existence And Uniqueness ◽  
Uniqueness Of Solution ◽  
Two Dimensional ◽  
Block Method ◽  
Numerical Examples ◽  
Block Methods ◽  
Runge Kutta ◽  
Method R

In this paper, the existence and uniqueness of solution of the linear two dimensional Volterra integral equation of the second kind with Continuous Kernel are discussed and proved.RungeKutta method(R. KM)and Block by block method (B by BM) are used to solve this type of two dimensional Volterra integral equation of the second kind. Numerical examples are considered to illustrate the effectiveness of the proposed methods and the error is estimated.

scholarly journals Runge-Kutta and Block by Block Methods to Solve Linear Two-Dimensional Volterra Integral Equation with Continuous Kernel

2015 ◽  
Vol 11 (5) ◽  
pp. 5220-5229
Author(s):  
Abeer Majed AL-Bugami
Keyword(s):  
Integral Equation ◽  
Volterra Integral Equation ◽  
Existence And Uniqueness ◽  
Uniqueness Of Solution ◽  
Two Dimensional ◽  
Block Method ◽  
Numerical Examples ◽  
Block Methods ◽  
Runge Kutta ◽  
Method R

In this paper, the existence and uniqueness of solution of the linear two dimensional Volterra integral equation of the second kind with Continuous Kernel are discussed and proved.RungeKutta method(R. KM)and Block by block method (B by BM) are used to solve this type of two dimensional Volterra integral equation of the second kind. Numerical examples are considered to illustrate the effectiveness of the proposed methods and the error is estimated.

Fuzzy double controlled metric spaces and related results

2021 ◽  
Vol 40 (5) ◽  
pp. 9977-9985
Author(s):  
Naeem Saleem ◽  
Hüseyin Işık ◽  
Salman Furqan ◽  
Choonkil Park
Keyword(s):  
Integral Equation ◽  
Metric Space ◽  
Existence And Uniqueness ◽  
Metric Spaces ◽  
Banach Contraction Principle ◽  
Uniqueness Of Solution ◽  
Contraction Principle ◽  
Triangular Inequality ◽  
Banach Contraction ◽  
The Banach Contraction Principle

In this paper, we introduce the concept of fuzzy double controlled metric space that can be regarded as the generalization of fuzzy b-metric space, extended fuzzy b-metric space and controlled fuzzy metric space. We use two non-comparable functions α and β in the triangular inequality as: M q ( x , z , t α ( x , y ) + s β ( y , z ) ) ≥ M q ( x , y , t ) ∗ M q ( y , z , s ) . We prove Banach contraction principle in fuzzy double controlled metric space and generalize the Banach contraction principle in aforementioned spaces. We give some examples to support our main results. An application to existence and uniqueness of solution for an integral equation is also presented in this work.

scholarly journals On the existence and uniqueness of solution to Volterra equation on a time scale

2019 ◽  
Vol 27 (3) ◽  
pp. 177-194
Author(s):  
Bartłomiej Kluczyński
Keyword(s):  
Integral Equation ◽  
Sobolev Space ◽  
Time Scale ◽  
Existence And Uniqueness ◽  
Nonlinear Term ◽  
Volterra Equation ◽  
Uniqueness Of Solution ◽  
Inversion Theorem ◽  
T Tau

AbstractUsing a global inversion theorem we investigate properties of the following operator\matrix{\matrix{ V(x)( \cdot ): = {x^\Delta }( \cdot ) + \int_0^ \cdot {v\left( { \cdot ,\tau ,x,\left( \tau \right)} \right)} \Delta \tau , \hfill \cr \,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,x(0) = 0, \hfill \cr}\cr {} \cr }in a time scale setting. Under some assumptions on the nonlinear term v we then show that there exists exactly one solution {x_y} \in W_{\Delta ,0}^{1,p}\left( {{{[0,1]}_\mathbb{T}},{\mathbb{R}^N}} \right) to the associated integral equation\left\{ {\matrix{{{x^\Delta }(t) + \int_0^t {v\left( {t,\tau ,x\left( \tau \right)} \right)} \Delta \tau = y(t)\,\,\,for\,\Delta - a.e.\,\,\,t \in {{[0.1]}_\mathbb{T}},} \cr {x(0) = 0,} \cr } } \right.which is considered on a suitable Sobolev space.

Numerical solution of nonlinear stochastic Itô – Volterra integral equation driven by fractional Brownian motion

2020 ◽  
Vol 37 (9) ◽  
pp. 3243-3268
Author(s):  
S. Saha Ray ◽  
S. Singh
Keyword(s):  
Integral Equation ◽  
Brownian Motion ◽  
Fractional Brownian Motion ◽  
Integral Equations ◽  
Volterra Integral Equation ◽  
Stochastic Integral ◽  
Bernstein Polynomials ◽  
Numerical Results ◽  
Content Type ◽  
Stochastic Integral Equations

Purpose This paper aims to study fractional Brownian motion and its applications to nonlinear stochastic integral equations. Bernstein polynomials have been applied to obtain the numerical results of the nonlinear fractional stochastic integral equations. Design/methodology/approach Bernstein polynomials have been used to obtain the numerical solutions of nonlinear fractional stochastic integral equations. The fractional stochastic operational matrix based on Bernstein polynomial has been used to discretize the nonlinear fractional stochastic integral equation. Convergence and error analysis of the proposed method have been discussed. Findings Two illustrated examples have been presented to justify the efficiency and applicability of the proposed method. The corresponding obtained numerical results have been compared with the exact solutions to establish the accuracy and efficiency of the proposed method. Originality/value To the best of the authors’ knowledge, nonlinear stochastic Itô–Volterra integral equation driven by fractional Brownian motion has been for the first time solved by using Bernstein polynomials. The obtained numerical results well establish the accuracy and efficiency of the proposed method.

scholarly journals Nonlocal problem with the integral condition for a loaded heate equation

2021 ◽  
pp. 47-56
Author(s):  
М.М. Сагдуллаева
Keyword(s):  
Integral Equation ◽  
Heat Equation ◽  
Regular Solution ◽  
Volterra Integral Equation ◽  
Existence And Uniqueness ◽  
Nonlocal Problem ◽  
Integral Condition ◽  
Local Problem ◽  
Non Local ◽  
Loaded Term

В работе рассмотрена нелокальная задача с интегральным условием для нагруженного уравнения теплопроводности, где нагруженное слагаемое представляет собой производную второго порядка от неизвестной функции в начале координат. Доказано существование и единственность регулярного решения. С помощью функции Грина и тепловых потенциалов доказанао существование регулярного решения исследуемой задачи. Доказательство основано на редукции поставленной задачи к интегральному уравнению Вольтерра второго рода со слабой особенностью. Из разрешимости полученных интегральных уравнений Вольтерра следует существование единственного решения поставленной задачи. In this paper, we consider a non-local problem with the integral condition for the loaded heat equation, where the loaded term is a derivative of the second order from an unknown function at the origin. The existence and uniqueness of a regular solution is proven. Using the Green’s functions and thermal potentials, the existence of a regular solution to this problem is proved. The proof is based on the reduction of the formulated problem to the second kind Volterra integral equation with a weak singularity. The solvability of the obtained Volterra integral equations implies the existence of a unique solution to the problem.

QUANTUM INTEGRAL EQUATIONS OF VOLTERRA TYPE WITH GENERALIZED OPERATOR-VALUED KERNELS

2000 ◽  
Vol 03 (04) ◽  
pp. 505-517 ◽  
Author(s):  
ZHIYUAN HUANG ◽  
CAISHI WANG ◽  
XIANGJUN WANG
Keyword(s):  
Integral Equation ◽  
Explicit Expression ◽  
Integral Equations ◽  
Existence And Uniqueness ◽  
Continuous Dependence ◽  
Uniqueness Of Solutions ◽  
Volterra Type ◽  
Quantum Integral ◽  
Generalized Operator

Quantum integral equation of Volterra type with generalized operator-valued kernel is introduced. Existence and uniqueness of solutions are established, explicit expression of the solution is given, the continuity, continuous dependence on free terms and other properties of the solution are proved.

scholarly journals The Existence and Uniqueness of the Solution of a Nonlinear Fredholm–Volterra Integral Equation with Modified Argument via Geraghty Contractions

Mathematics ◽  
2020 ◽  
Vol 9 (1) ◽  
pp. 29
Author(s):  
Maria Dobriţoiu
Keyword(s):  
Integral Equation ◽  
Fixed Point ◽  
Integral Equations ◽  
Volterra Integral Equation ◽  
Existence And Uniqueness ◽  
Metric Spaces ◽  
Nonlinear Integral Equations ◽  
Uniqueness Of The Solution

Using some of the extended fixed point results for Geraghty contractions in b-metric spaces given by Faraji, Savić and Radenović and their idea to apply these results to nonlinear integral equations, in this paper we present some existence and uniqueness conditions for the solution of a nonlinear Fredholm–Volterra integral equation with a modified argument.

scholarly journals Fixed Point Results for a New Class of Multi-Valued Mappings Under (θ; R)-Contractions With an Application

2020 ◽  
Author(s):  
MD Hasanuzzaman Hasanuzzaman ◽  
Salvatore Sessa ◽  
Mohammad Imdad ◽  
W. M. Alfaqih
Keyword(s):  
Integral Equation ◽  
Fixed Point ◽  
Positive Solution ◽  
Binary Relation ◽  
Existence And Uniqueness ◽  
Metric Spaces ◽  
Volterra Type ◽  
New Class

In this article, we introduce a relatively new concept of multi-valued (θ;R)-contractions and utilize the same to prove some xed point results for a new class of multi-valued mappings in metric spaces endowed with an amorphous binary relation. Illustrative examples are also provided to exhibit the utility of our results proved herein. Finally, we utilize some of our results to investigate the existence and uniqueness of a positive solution for the integral equation of Volterra type.

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