Volterra square-root process: stationarity and regularity of the law (Q6126106): Difference between revisions

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+The Laplace transform of the integrated Volterra Wishart process
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+A weak solution theory for stochastic Volterra equations of convolution type
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+Affine Volterra processes
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+Markowitz Portfolio Selection for Multivariate Affine and Quadratic Volterra Models
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+Linear-quadratic control for a class of stochastic Volterra equations: solvability and approximation
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+On parameter estimation for critical affine processes
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+Parameter estimation for a subcritical affine two factor model
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+Parameter estimation for the subcritical Heston model based on discrete time observations
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+Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations
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+Markovian lifts of positive semidefinite affine Volterra-type processes
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+Generalized Feller processes and Markovian lifts of stochastic Volterra processes: the affine case
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+Existence of densities for stable-like driven SDEs with Hölder continuous coefficients
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+The microstructural foundations of leverage effect and rough volatility
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+Perfect hedging in rough Heston models
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+The characteristic function of rough Heston models
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+On a class of stochastic partial differential equations with multiple invariant measures
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+Density approximations for multivariate affine jump-diffusion processes
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+Martingale and stationary solutions for stochastic Navier-Stokes equations
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+Small‐time, large‐time, and  asymptotics for the Rough Heston model
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+On the anisotropic stable JCIR process
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+Regularity of transition densities and ergodicity for affine jump‐diffusions
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+Existence of densities for multi-type continuous-state branching processes with immigration
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+Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes
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+Volatility has to be rough
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+Volatility is rough
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+Moment explosions in the rough Heston model
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+MOMENT EXPLOSIONS AND STATIONARY DISTRIBUTIONS IN AFFINE DIFFUSION MODELS
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+Mean-variance portfolio selection under Volterra Heston model
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+Existence of limiting distribution for affine processes
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+Geometric ergodicity of affine processes on cones
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+Publication:6126106