Pages that link to "Item:Q2292045"

The following pages link to Markovian lifts of positive semidefinite affine Volterra-type processes (Q2292045):

Displaying 21 items.

• Generalized Feller processes and Markovian lifts of stochastic Volterra processes: the affine case (Q2021524) (← links)
• Infinite-dimensional polynomial processes (Q2022767) (← links)
• A weak solution theory for stochastic Volterra equations of convolution type (Q2075334) (← links)
• Inhomogeneous affine Volterra processes (Q2145777) (← links)
• Volatility and volatility-linked derivatives: estimation, modeling, and pricing (Q2292042) (← links)
• A martingale approach for fractional Brownian motions and related path dependent PDEs (Q2299585) (← links)
• The characteristic function of Gaussian stochastic volatility models: an analytic expression (Q2675814) (← links)
• Markowitz Portfolio Selection for Multivariate Affine and Quadratic Volterra Models (Q4987721) (← links)
• From microscopic price dynamics to multidimensional rough volatility models (Q5022269) (← links)
• Lifting the Heston model (Q5120731) (← links)
• Utility Maximization in Multivariate Volterra Models (Q5886358) (← links)
• The Laplace transform of the integrated Volterra Wishart process (Q6054411) (← links)
• Stochastic optimization of a mixed moving average process for controlling non-Markovian streamflow environments (Q6100032) (← links)
• Volterra square-root process: stationarity and regularity of the law (Q6126106) (← links)
• Dual stochastic descriptions of streamflow dynamics under model ambiguity through a Markovian embedding (Q6543319) (← links)
• Optimal control in linear-quadratic stochastic advertising models with memory (Q6581917) (← links)
• Measure-valued affine and polynomial diffusions (Q6596205) (← links)
• Infinite-dimensional Wishart processes (Q6620091) (← links)
• Statistical inference for rough volatility: minimax theory (Q6621523) (← links)
• Markovian lifting and asymptotic log-Harnack inequality for stochastic Volterra integral equations (Q6635684) (← links)
• The rough Hawkes Heston stochastic volatility model (Q6641084) (← links)