Volterra square-root process: stationarity and regularity of the law (Q6126106)
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scientific article; zbMATH DE number 7829144
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volterra square-root process: stationarity and regularity of the law |
scientific article; zbMATH DE number 7829144 |
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Volterra square-root process: stationarity and regularity of the law (English)
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9 April 2024
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affine Volterra processes
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square-root process
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Volterra integral equations
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mean-reversion
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limiting distributions
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absolute continuity
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