On the Existence of a Solution of a Singular Boundary Value Problem
On the exponential convergence to a limit of solutions of perturbed linear Volterra equations.
On the Fourier cosine—Kontorovich-Lebedev generalized convolution transforms
We deal with several classes of integral transformations of the form where is an operator. In case is the identity operator, we obtain several operator properties on with weights for a generalized operator related to the Fourier cosine and the Kontorovich-Lebedev integral transforms. For a class of differential operators of infinite order, we prove the unitary property of these transforms on and define the inversion formula. Further, for an other class of differential operators of finite...
On the linearized stability of age-structured multispecies populations.
On the non-exponential decay to equilibrium of solutions of nonlinear scalar Volterra integro-differential equations.
On the oscillatory properties of the solutions of a class of integro- differential equations of neutral type.
On the positivity and zero crossings of solutions of stochastic Volterra integrodifferential equations.
On the Prandtl equation.
On the Prandtl equation on a finite interval.
On the quadratic optimal control problem for Volterra integro-differential equations
On the semilinear integro-differential nonlocal Cauchy problem
In this paper, we prove an existence theorem for the pseudo-non-local Cauchy problem , x₀(t₀) = x₀ - g(x), where A is the infinitesimal generator of a C₀ semigroup of operator on a Banach space. The functions f,g are weakly-weakly sequentially continuous and the integral is taken in the sense of Pettis.
On the solution of some simple fractional differential equations.
On the strong stability of a nonlinear Volterra integro-differential system.
On the -conditional asymptotic stability of the solutions of a nonlinear Volterra integro-differential system.
On the -stability of a nonlinear Volterra integro-differential system.
Optimal closing of a pair trade with a model containing jumps
A pair trade is a portfolio consisting of a long position in one asset and a short position in another, and it is a widely used investment strategy in the financial industry. Recently, Ekström, Lindberg, and Tysk studied the problem of optimally closing a pair trading strategy when the difference of the two assets is modelled by an Ornstein-Uhlenbeck process. In the present work the model is generalized to also include jumps. More precisely, we assume that the difference between the assets is an...
Oscillation and nonoscillation in delay or advanced differential equations and in integrodifferential equations.
Oscillation properties of solutions of a class of integro-differential equations
Oscillations of certain delay integro-differential equations.
Oscillations of linear integro-differential equations
Sufficient conditions which guarantee that certain linear integro-differential equation cannot have a positive solution are established.