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20182026
most citedExtended backward stochastic Volterra integral equations and their applications to time-inconsistent stochastic recursive control problems

28 citations · 101 across the 16 of their papers we have counts for

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math.PR2026

Exponential ergodicity and finite-dimensional approximation for Markovian lifts of stochastic Volterra equations

Yushi Hamaguchi

This paper investigates the long-time asymptotics and the existence of stationary solutions for a class of stochastic Volterra equations (SVEs). To address the non-Markovian nature…