👩🏼🏫 Outreach in mathematics
We present a new theory of stationarity for a class of stochastic Volterra integral equations.
Fake stationary rough Heston volatility: Microstructure-inspired foundations
This paper investigates the asymptotic behavior of suitably time-modulated Hawkes processes with heavy-tailed kernels in a nearly unstable regime.
On Inhomogeneous Affine Volterra Processes: Stationarity and Applications to the Volterra Heston Model
This paper presents a new theory for the stationarity of stochastic Volterra integral equations.
emmanuel-gnabeyeu
On a Stationarity Theory for Stochastic Volterra Integral Equations
This paper presents a new theory for the stationarity of stochastic Volterra integral equations.