A Survey of Regularization Methods for First-Kind Volterra Equations

By P. Lamm. 2000

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Numerical solution of two asset jump diffusion models for option valuation (2008, methodology): “See [21, 20] for the classical mollification method for PDE’s, and a survey by Lamm [29] for its application to integral equations.”
A tutorial on inverse problems for anomalous diffusion processes (2015, unknown): “…) is given by a Wright function in the form In case of α = 1, i.e., classical diﬀusion, the kernel R ( s ) is given explicitly by Since all its derivatives vanish at s = 0, the classical theory of Volterra integral equations of the ﬁrst kind [56] implies the extreme ill-conditioning of the problem.”