3 papers
math.PR2026
Stability results for distribution-dependent stochastic Volterra equations
Martin Bergerhausen, David J. Prömel
We investigate stability properties of distribution-dependent stochastic Volterra equations with respect to changes in the coefficients, the Volterra kernels, and the initial condi…
math.PR2026
Weak solutions to distribution-dependent stochastic Volterra equations
Martin Bergerhausen, David J. Prömel
We prove the existence of weak solutions for distribution-dependent stochastic Volterra equations under linear growth and continuity conditions on the coefficients and mild regular…
cs.LG2024
Neural stochastic Volterra equations: learning path-dependent dynamics
Martin Bergerhausen, David J. Prömel, David Scheffels
Stochastic Volterra equations (SVEs) serve as mathematical models for the time evolutions of random systems with memory effects and irregular behaviour. We introduce neural stochas…