Weak existence and uniqueness for affine stochastic Volterra equations with \(L^1\)-kernels (Q2040079)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak existence and uniqueness for affine stochastic Volterra equations with \(L^1\)-kernels |
scientific article |
Statements
Weak existence and uniqueness for affine stochastic Volterra equations with \(L^1\)-kernels (English)
0 references
9 July 2021
0 references
affine Volterra processes
0 references
Hawkes processes
0 references
Riccati-Volterra equations
0 references
rough volatility
0 references
stochastic Volterra equations
0 references
superprocesses
0 references
0 references
