Double weakly singular kernels in stochastic Volterra integral equations with application to the rough Heston model

From MaRDI portal
Publication:6570975

DOI10.1016/J.AMC.2024.128720zbMATH Open1545.45004MaRDI QIDQ6570975FDOQ6570975


Authors: O. Farkhondeh Rouz, Sedaghat Shahmorad, D. Ahmadian Edit this on Wikidata


Publication date: 11 July 2024

Published in: Applied Mathematics and Computation (Search for Journal in Brave)





Recommendations




Cites Work






This page was built for publication: Double weakly singular kernels in stochastic Volterra integral equations with application to the rough Heston model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6570975)