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Affine Volterra processes with jumps - MaRDI portal

Affine Volterra processes with jumps (Q6189179)

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scientific article; zbMATH DE number 7787488
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English
Affine Volterra processes with jumps
scientific article; zbMATH DE number 7787488

    Statements

    title
    Affine Volterra processes with jumps (English)
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    author
    Alessandro Bondi
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    Giulia Livieri
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    Sergio Pulido
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    publication date
    12 January 2024
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    zbMATH Keywords
    affine processes
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    affine Volterra processes
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    stochastic Volterra equations
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    Hawkes processes
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    Riccati-Volterra equations
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    rough volatility
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    Identifiers

    arXiv ID
    2203.06400
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    Mathematics Subject Classification ID
    60H20
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    60G22
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    45D05
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    60G17
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    zbMATH DE Number
    7787488
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    OpenAlex ID
    W4299589550
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