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Sample Path Properties of Volterra Processes

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Publication:2787529
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zbMath1331.60061arXiv1101.4969MaRDI QIDQ2787529

Leonid Mytnik, Eyal Neuman

Publication date: 4 March 2016

Full work available at URL: https://arxiv.org/abs/1101.4969



Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Stochastic integrals (60H05)


Related Items (6)

Large Deviation Principle for Volterra Type Fractional Stochastic Volatility Models ⋮ Gaussian stochastic volatility models: scaling regimes, large deviations, and moment explosions ⋮ Ambit Processes, Their Volatility Determination and Their Applications ⋮ Affine Volterra processes ⋮ The multifractal nature of Volterra-Lévy processes ⋮ A weak solution theory for stochastic Volterra equations of convolution type




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