Volterra equations driven by rough signals 2: Higher-order expansions

DOI10.1142/S0219493723500028MaRDI QIDQ5887744

Samy Tindel, Xiao-Hua Wang, Fabian A. Harang

Publication date: 13 April 2023

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.10119

zbMATH Keywords

singular integral equations; rough path theory; regularity structures; Volterra equations

Mathematics Subject Classification ID

91G30: Interest rates, asset pricing, etc. (stochastic models)

45D05: Volterra integral equations

45G05: Singular nonlinear integral equations

60H20: Stochastic integral equations

45H05: Integral equations with miscellaneous special kernels

45R05: Random integral equations

60L20: Rough paths

60L30: Regularity structures

60L70: Algebraic structures and computation

Related Items

Cubature Method for Stochastic Volterra Integral Equations

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