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math.PR2024
Feller's test for explosions of stochastic Volterra equations
Alessandro Bondi, Sergio Pulido
This paper provides a Feller's test for explosions of one-dimensional continuous stochastic Volterra processes of convolution type. The study focuses on dynamics governed by nonsin…
math.PR2024
Polynomial Volterra processes
Eduardo Abi Jaber, Christa Cuchiero, Luca Pelizzari +2
We study the class of continuous polynomial Volterra processes, which we define as solutions to stochastic Volterra equations driven by a continuous semimartingale with affine drif…