Stochastic Volterra Processes

Stochastic Volterra Processes

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 …

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Emmanuel G.
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Stochastic Volterra Processes

👩🏼‍🏫 Outreach in mathematics

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

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Emmanuel G.
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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.

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Emmanuel G.
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