3
votes
2answers
350 views

Elaborating Mercer's theorem (RKHS) on Cameron-Martin space $k(x,y)=\min(x,y)$

Hi, I'm trying to employ Mercer's theorem on the kernel $k(x,y)=\min(x,y)$. It is known (and easy to verify) that this is a nonnegative-definite kernel over $[0,T]$ for any $T>0$. Fix $T>0$. ...
6
votes
0answers
259 views

Uniqueness for a non-local differential equation

Question:Fix $\epsilon>0$. Consider the differential equation, defined for functions $f(t,x)\in C^\infty([0,\epsilon]\times[0,\epsilon])$ defined by $$\frac{\partial}{\partial t} ...
1
vote
2answers
262 views

how to solve a singular integral equation involving the kernel $1/x$

Dear all, Suppose we know that $f(x)$ is nonnegative and Hölder continuous at zero with exponents $1/2$. We also know that $$ f(x) \le g(x) + \int_0^x \frac{f(y)}{y} d y,\quad\forall x>0, $$ ...
1
vote
1answer
602 views

Writing an integral equation as a partial differential equation

Hello, Can anyone help me see how one can get from the following integral $$\lambda\int_{\beta=0}^{y}\int_{\alpha=x}^{Q-\beta}e^{-\mu(\alpha-x)}f(\alpha,\beta)d\alpha ...
0
votes
1answer
2k views

From an integral equation to a differential equation

Hello, I am wondering whether it is possible to convert the following integral equation to a partial differential equation. where $J_0(t,x)$ is some given nonnegative function and $\nu>0$ is ...