Stochastic Differential Equations

On (fake) Stationarity in Stochastic Volterra Equations with Affine Drift and Regular Kernels.

We investigate the fake stationarity properties of solutions to forward Stochastic Volterra Integral Equations (SVIEs) with affine drift and long-memory (regular) kernels, both on …

Emmanuel G.

• Aug 31, 2026 • 1 min read

Stochastic Volterra Processes

👩🏼‍🏫 Outreach in mathematics

We present a new theory of stationarity for a class of stochastic Volterra integral equations.

Emmanuel G.

• Apr 20, 2026 • 1 min read

Path-Dependent Stochastic Processes

On Path-dependent Volterra Integral Equations: Strong Well-posedness and Stochastic Numerics.

The aim of this paper is to provide a comprehensive analysis of the path-dependent Stochastic Volterra Integral Equations (SVIEs), in which both the drift and the diffusion …

Emmanuel G.

• Mar 20, 2026 • 1 min read

Affine Volterra Processes

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

• Oct 1, 2025 • 1 min read

Stochastic Volterra Processes

On a Stationarity Theory for Stochastic Volterra Integral Equations with Affine Drift

This paper presents a new theory for the stationarity of stochastic Volterra integral equations.

Emmanuel G.

• Sep 1, 2025 • 1 min read

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Stochastic Differential Equations

On (fake) Stationarity in Stochastic Volterra Equations with Affine Drift and Regular Kernels.

👩🏼‍🏫 Outreach in mathematics

On Path-dependent Volterra Integral Equations: Strong Well-posedness and Stochastic Numerics.

On Inhomogeneous Affine Volterra Processes: Stationarity and Applications to the Volterra Heston Model

On a Stationarity Theory for Stochastic Volterra Integral Equations with Affine Drift