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Markovian approximations of stochastic Volterra equations with the fra

Publication: Markovian approximations of stochastic Volterra equations with the fractional kernel. Published Aug 11, 2021.

arxiv.orgPublished Aug 11, 2021
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Overview

Publication: Markovian approximations of stochastic Volterra equations with the fractional kernel. Published Aug 11, 2021.

Publication information

Publication title
Markovian approximations of stochastic Volterra equations with the fractional kernel
Authors
Christian Bayer, Simon Breneis
Published
Aug 11, 2021
Last publication revision
Jul 18, 2022
Subject areas
q-fin.CP, math.PR
Publication source
arxiv.org · abs/2108.05048v2 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2108.05048 ↗

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