Polynomial Volterra processes
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Cites work
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Cited in
(4)- Existence, uniqueness and positivity of solutions to the Guyon-Lekeufack path-dependent volatility model with general kernels
- Holomorphic jump-diffusions
- Nonnegativity preserving convolution kernels. Application to stochastic Volterra equations in closed convex domains and their approximation
- Feller's test for explosions of stochastic Volterra equations
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