REGULARITY PROPERTY OF SOLUTION TO TWO-PARAMETER STOCHASTIC VOLTERRA EQUATION WITH NON-LIPSCHITZ COEFFICIENTS

This article proves the existence and uniqueness of solution to two-parameter stochastic Volterra equation with non-Lipschitz coefficients and driven by Brownian sheet, where the main tool is Bihari＇s inequality in the plane. Moreover, we also discuss the time regularity property of the solution by Kolmogorov＇s continuity criterion.

Solution of Nonlinear Stochastic Langevin’s Equation Using WHEP, Pickard and HPM Methods

This paper introduces analytical and numerical solutions of the nonlinear Langevin’s equation under square nonlinearity with stochastic non-homogeneity. The solution is obtained by using the Wiener-Hermite expansion with perturbation (WHEP) technique, and the results are compared with those of Picard iterations and the homotopy perturbation method (HPM). The WHEP technique is used to obtain up to fourth order approximation for different number of corrections. The mean and variance of the solution are obtained and compared among the different methods, and some parametric studies are done by using Matlab.

关于一个积分方程解的存在唯一性证明

对于一个积分方程,研究其解的存在唯一性是十分重要的。用Picard逼近法和Banach不动点定理证明给定的积分方程φ,当|λ|足够小时,该方程在[a,b]上存在唯一的连续解。Picard逼近法的要点是建立一个逼近序列,然后考察这个序列取值范围、一致收敛性和极限的存在唯一性。应用Banach不动点定理的要点是：首先建立一个压缩映射,然后再考察其解空间的完备性。