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math.PR2019
Infinite dimensional polynomial processes
Christa Cuchiero, Sara Svaluto-Ferro
We introduce polynomial processes taking values in an arbitrary Banach space via their infinitesimal generator and the associated martingale problem. We obtain two represen…
math.PR2019
A weak solution theory for stochastic Volterra equations of convolution type
Eduardo Abi Jaber, Christa Cuchiero, Martin Larsson +1
We obtain general weak existence and stability results for stochastic convolution equations with jumps under mild regularity assumptions, allowing for non-Lipschitz coefficients an…