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Paper / 2024SMQ / 253967376868207
State spaces of multifactor approximations of nonnegative Volterra processes
Christian Bayer / Eduardo Abi Jaber / Simon Breneis
stochastic differential equations / stochastic processesResource overview

State spaces of multifactor approximations of nonnegative Volterra processes

Paper2024

by Christian Bayer, Eduardo Abi Jaber, Simon Breneis

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stochastic differential equationsstochastic processes

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  2. Stochastic Processes, Brownian Motion and Itô's Lemma

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