Polynomial Volterra processes

DOI10.1214/24-EJP1234MaRDI QIDQ7025678zbMATH OpenFDO

Authors Eduardo Abi Jaber, Christa Cuchiero, Luca Pelizzari, Sergio Pulido, Sara Svaluto-Ferro

Publication date 19 February 2025

Published in Electronic Journal of Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://projecteuclid.org/journals/electronic-journal-of-probability/volume-29/issue-none/Polynomial-Volterra-processes/10.1214/24-EJP1234.full

zbMATH Keywords

momentsstochastic invariancestochastic Volterra equationsdual processespolynomial Volterra processes

Mathematics Subject Classification ID

Volterra integral equations (45D05) Stochastic integral equations (60H20) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50)

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