On Path-dependent Volterra Integral Equations: Strong Well-posedness and Stochastic Numerics.
Path-Dependent Stochastic Processes
Volterra Integral Equations
Stochastic Differential Equations
Integrated Euler Scheme
Strong Convergence Rate
Fractional Kernels
Authors
Emmanuel G.
(he/him)
Researcher in Mathematics and Applications
I am a Research Scientist in Mathematics at LPSM Sorbonne Université, working on stochastic analysis, optimal control, diffusion models, and statistics, with applications to mathematical finance and machine learning.
Authors