Matches in SemOpenAlex for { <https://semopenalex.org/work/W2995145050> ?p ?o ?g. }
Showing items 1 to 79 of
79
with 100 items per page.
- W2995145050 abstract "We prove strong existence and uniqueness, and Holder regularity, of a large class of stochastic Volterra equations, with singular kernels and non-Lipschitz diffusion coefficient. Extending Yamada-Watanabe's theorem, our proof relies on an approximation of the process by a sequence of semimartingales with regularised kernels. We apply these results to the rough Heston model, with square-root diffusion coefficient, recently proposed in Mathematical Finance to model the volatility of asset prices." @default.
- W2995145050 created "2019-12-26" @default.
- W2995145050 creator A5013054915 @default.
- W2995145050 creator A5019481499 @default.
- W2995145050 date "2019-12-12" @default.
- W2995145050 modified "2023-09-27" @default.
- W2995145050 title "On the uniqueness of solutions of stochastic Volterra equations" @default.
- W2995145050 hasPublicationYear "2019" @default.
- W2995145050 type Work @default.
- W2995145050 sameAs 2995145050 @default.
- W2995145050 citedByCount "0" @default.
- W2995145050 crossrefType "posted-content" @default.
- W2995145050 hasAuthorship W2995145050A5013054915 @default.
- W2995145050 hasAuthorship W2995145050A5019481499 @default.
- W2995145050 hasConcept C121332964 @default.
- W2995145050 hasConcept C134306372 @default.
- W2995145050 hasConcept C149782125 @default.
- W2995145050 hasConcept C154945302 @default.
- W2995145050 hasConcept C158622935 @default.
- W2995145050 hasConcept C187625094 @default.
- W2995145050 hasConcept C22324862 @default.
- W2995145050 hasConcept C2777021972 @default.
- W2995145050 hasConcept C2777212361 @default.
- W2995145050 hasConcept C2779664328 @default.
- W2995145050 hasConcept C2780695682 @default.
- W2995145050 hasConcept C28826006 @default.
- W2995145050 hasConcept C2983756050 @default.
- W2995145050 hasConcept C33923547 @default.
- W2995145050 hasConcept C41008148 @default.
- W2995145050 hasConcept C62520636 @default.
- W2995145050 hasConcept C85393063 @default.
- W2995145050 hasConcept C91602232 @default.
- W2995145050 hasConcept C93045229 @default.
- W2995145050 hasConceptScore W2995145050C121332964 @default.
- W2995145050 hasConceptScore W2995145050C134306372 @default.
- W2995145050 hasConceptScore W2995145050C149782125 @default.
- W2995145050 hasConceptScore W2995145050C154945302 @default.
- W2995145050 hasConceptScore W2995145050C158622935 @default.
- W2995145050 hasConceptScore W2995145050C187625094 @default.
- W2995145050 hasConceptScore W2995145050C22324862 @default.
- W2995145050 hasConceptScore W2995145050C2777021972 @default.
- W2995145050 hasConceptScore W2995145050C2777212361 @default.
- W2995145050 hasConceptScore W2995145050C2779664328 @default.
- W2995145050 hasConceptScore W2995145050C2780695682 @default.
- W2995145050 hasConceptScore W2995145050C28826006 @default.
- W2995145050 hasConceptScore W2995145050C2983756050 @default.
- W2995145050 hasConceptScore W2995145050C33923547 @default.
- W2995145050 hasConceptScore W2995145050C41008148 @default.
- W2995145050 hasConceptScore W2995145050C62520636 @default.
- W2995145050 hasConceptScore W2995145050C85393063 @default.
- W2995145050 hasConceptScore W2995145050C91602232 @default.
- W2995145050 hasConceptScore W2995145050C93045229 @default.
- W2995145050 hasLocation W29951450501 @default.
- W2995145050 hasOpenAccess W2995145050 @default.
- W2995145050 hasPrimaryLocation W29951450501 @default.
- W2995145050 hasRelatedWork W1523471994 @default.
- W2995145050 hasRelatedWork W1542004730 @default.
- W2995145050 hasRelatedWork W2054579041 @default.
- W2995145050 hasRelatedWork W2071552679 @default.
- W2995145050 hasRelatedWork W2166087153 @default.
- W2995145050 hasRelatedWork W220434819 @default.
- W2995145050 hasRelatedWork W223199678 @default.
- W2995145050 hasRelatedWork W2908518179 @default.
- W2995145050 hasRelatedWork W2938582640 @default.
- W2995145050 hasRelatedWork W2962747399 @default.
- W2995145050 hasRelatedWork W2963627620 @default.
- W2995145050 hasRelatedWork W2980737890 @default.
- W2995145050 hasRelatedWork W2995676080 @default.
- W2995145050 hasRelatedWork W3004078633 @default.
- W2995145050 hasRelatedWork W3081238579 @default.
- W2995145050 hasRelatedWork W3100051027 @default.
- W2995145050 hasRelatedWork W3122194773 @default.
- W2995145050 hasRelatedWork W3180834341 @default.
- W2995145050 hasRelatedWork W586654553 @default.
- W2995145050 hasRelatedWork W3087046292 @default.
- W2995145050 isParatext "false" @default.
- W2995145050 isRetracted "false" @default.
- W2995145050 magId "2995145050" @default.
- W2995145050 workType "article" @default.