登录 注册 会员服务 联系我们

Stochastic Volterra equations with Hölder diffusion coefficients

  • Published:2023-07 Issue: Volume:161 Page:291-315
  • ISSN:0304-4149
  • Container-title:Stochastic Processes and their Applications
  • language:en
  • Short-container-title:Stochastic Processes and their Applications

Author:

Prömel David J.ORCID,Scheffels David

Funder

Deutsche Forschungsgemeinschaft

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference31 articles.

1. Weak existence and uniqueness for affine stochastic Volterra equations with L1-kernels;Abi Jaber;Bernoulli,2021

2. A weak solution theory for stochastic Volterra equations of convolution type;Abi Jaber;Ann. Appl. Probab.,2021

3. Markovian structure of the Volterra Heston model;Abi Jaber;Statist. Probab. Lett.,2019

4. Multifactor approximation of rough volatility models;Abi Jaber;SIAM J. Financial Math.,2019

5. Affine Volterra processes;Abi Jaber;Ann. Appl. Probab.,2019

Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Averaging principle for stochastic Caputo fractional differential equations with non-Lipschitz condition;Fractional Calculus and Applied Analysis;2024-08-14

2. Pathwise uniqueness for singular stochastic Volterra equations with Hölder coefficients;Stochastics and Partial Differential Equations: Analysis and Computations;2024-08-14

3. One-dimensional McKean–Vlasov stochastic Volterra equations with Hölder diffusion coefficients;Statistics & Probability Letters;2024-02

4. On the existence of weak solutions to stochastic Volterra equations;Electronic Communications in Probability;2023-01-01
同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3