Affine Volterra processes with jumps (Q6189179)
From MaRDI portal
scientific article; zbMATH DE number 7787488
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Affine Volterra processes with jumps |
scientific article; zbMATH DE number 7787488 |
Statements
Affine Volterra processes with jumps (English)
0 references
12 January 2024
0 references
affine processes
0 references
affine Volterra processes
0 references
stochastic Volterra equations
0 references
Hawkes processes
0 references
Riccati-Volterra equations
0 references
rough volatility
0 references
0 references
0 references
