Studies properties and solutions of partial differential equations. Covers methods of characteristics, well-posedness, wave, heat and Laplace equations, Green's functions, and related integral ...
Stochastic Volterra integral equations provide a powerful framework for modelling systems in which memory effects and hereditary properties play a central role. These equations extend the classical ...
For a class of random linear Volterra integral equations the convergence of the method of moments approximations of the mean and autocorrelation of the solution is proved. An example is included to ...