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researcher

E. A. Jaber

19 papers hereh-index 13737 citations38 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author2
  • first author16

Across the 18 of 19 papers where every author was matched, so the position is known.

fields
  • q-fin.MF9
  • math.OC4
  • math.PR4
  • q-fin.PM1
  • stat.ML1

identity via Semantic Scholar / OpenAlex

activity
20182026
collaborators
Showing 2019 · math.PRShow all

1 paper · 2 filters

math.PR2019

Weak existence and uniqueness for affine stochastic Volterra equations with L1-kernels

Eduardo Abi Jaber

We provide existence, uniqueness and stability results for affine stochastic Volterra equations with L1-kernels and jumps. Such equations arise as scaling limits of branching pr…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.