Volterra equations driven by rough signals 2: Higher-order expansions

DOI10.1142/S0219493723500028MaRDI QIDQ5887744

Samy Tindel, Xiao-Hua Wang, Fabian A. Harang

Publication date: 13 April 2023

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.10119

zbMATH Keywords

singular integral equationsrough path theoryregularity structuresVolterra equations

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Volterra integral equations (45D05) Singular nonlinear integral equations (45G05) Stochastic integral equations (60H20) Integral equations with miscellaneous special kernels (45H05) Random integral equations (45R05) Rough paths (60L20) Regularity structures (60L30) Algebraic structures and computation (60L70)

Related Items

Cubature Method for Stochastic Volterra Integral Equations

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