👩🏼🏫 Outreach in mathematics
We present a new theory of stationarity for a class of stochastic Volterra integral equations.
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 …
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.