Volterra equations driven by rough signals 2: higher order expansions
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Publication:6361094
DOI10.1142/S0219493723500028zbMath1511.45001arXiv2102.10119MaRDI QIDQ6361094
Fabian A. Harang, Samy Tindel, Xiao-Hua Wang
Publication date: 19 February 2021
Interest rates, asset pricing, etc. (stochastic models) (91G30) Volterra integral equations (45D05) Singular nonlinear integral equations (45G05) Stochastic integral equations (60H20) Integral equations with miscellaneous special kernels (45H05) Random integral equations (45R05) Rough paths (60L20) Regularity structures (60L30) Algebraic structures and computation (60L70)
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