Proves existence of self-intersection local times and a change-of-variable formula for Volterra Gaussian processes inside stochastic flows with interaction, plus asymptotics and results for unbounded weights.
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A framework using Hida-Malliavin calculus shows that adjoints for delayed stochastic Volterra equations satisfy anticipated backward stochastic Volterra integral equations, yielding necessary and sufficient stochastic maximum principles.
Proposes a revised definition of mild solutions for impulsive fractional evolution equations by substituting the impulse operator with a product involving the inverse of the fractional solution operator.
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Self-intersection local times for Volterra Gaussian processes in stochastic flows with interaction
Proves existence of self-intersection local times and a change-of-variable formula for Volterra Gaussian processes inside stochastic flows with interaction, plus asymptotics and results for unbounded weights.
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New approach to optimal control of delayed stochastic Volterra integral equations
A framework using Hida-Malliavin calculus shows that adjoints for delayed stochastic Volterra equations satisfy anticipated backward stochastic Volterra integral equations, yielding necessary and sufficient stochastic maximum principles.