On (fake) Stationarity in Stochastic Volterra Equations with Affine Drift and Regular Kernels.
Type
Stochastic Volterra Processes
Stochastic Differential Equations
Fourier-Laplace Transforms
Jordan-Cauchy Residue Theorem
Regular Variation
Tauberian Theorems
Limit Theorems
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