Markovian approximations of stochastic Volterra equations with the fractional kernel (Q6101020)
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scientific article; zbMATH DE number 7698361
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markovian approximations of stochastic Volterra equations with the fractional kernel |
scientific article; zbMATH DE number 7698361 |
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Markovian approximations of stochastic Volterra equations with the fractional kernel (English)
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20 June 2023
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stochastic Volterra equation
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fractional kernel
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rough volatility model
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Markovian approximation
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strong error
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