A weak solution theory for stochastic Volterra equations of convolution type
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Publication:2075334
DOI10.1214/21-AAP1667zbMath1484.60073arXiv1909.01166MaRDI QIDQ2075334
Christa Cuchiero, Sergio Pulido, Martin Larsson, Eduardo Abi Jaber
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 problem; stochastic Volterra equations; nonlinear Hawkes processes; stochastic convolution equations
60G22: Fractional processes, including fractional Brownian motion
60G17: Sample path properties
60H05: Stochastic integrals
60H20: Stochastic integral equations