A weak solution theory for stochastic Volterra equations of convolution type
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Publication:2075334
DOI10.1214/21-AAP1667zbMath1484.60073arXiv1909.01166OpenAlexW2971552046MaRDI QIDQ2075334
Eduardo Abi Jaber, Christa Cuchiero, Martin Larsson, Sergio Pulido
Publication date: 14 February 2022
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.01166
martingale problemstochastic Volterra equationsnonlinear Hawkes processesstochastic convolution equations
Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Stochastic integrals (60H05) Stochastic integral equations (60H20)
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