Markovian approximations of stochastic Volterra equations with the fractional kernel (Q6101020)
From MaRDI portal
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 |
Statements
Markovian approximations of stochastic Volterra equations with the fractional kernel (English)
0 references
20 June 2023
0 references
stochastic Volterra equation
0 references
fractional kernel
0 references
rough volatility model
0 references
Markovian approximation
0 references
strong error
0 references
0 references
