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 corollarie...

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 ...

Abstract Inspired by Jaming’s characterization of the Fourier transform on specific groups via convolution property, we provide a novel approach which characterizes any locally compact abelian group. In particular, our encompasses results. Furthermore, demonstrate that cosine as well Laplace can also be characterized suitable property.

We present a highly effective approach for the calibration of vehicle models. The approach combines the output error technique of system identification theory and the convolution integral solutions of linear systems and stochastic calculus. Rather than calibrate the system differential equation directly for unknown parameters, we calibrate its first integral. This integrated prediction error mi...

We extend the definition of level-crossing ordering of stochastic processes, proposed by Irle andGani (2001), to the case in which the times to exceed levels are compared using an arbitrary stochastic order, and work, in particular, with integral stochastic orders closed for convolution. Using a sample-path approach, we establish level-crossing ordering results for the case in which the slower ...

We derive global analytic representations of fundamental solutions for a class of linear parabolic systems with full coupling of first order derivative terms where coefficients may depend on space and time. Pointwise convergence of the global analytic expansion is proved. This leads to analytic representations of solutions of initial-boundary problems of first and second type in terms of convol...

A Legendre wavelet method is presented for numerical solutions of stochastic Volterra-Fredholm integral equations. The main characteristic of the proposed method is that it reduces stochastic Volterra-Fredholm integral equations into a linear system of equations. Convergence and error analysis of the Legendre wavelets basis are investigated. The efficiency and accuracy of the proposed method wa...