collaborators

1 paper

math.PR2026

On (fake) Stationarity in Stochastic Volterra Equations with Affine Drift and Regular Kernels

Emmanuel Gnabeyeu, Gilles Pagès

We investigate the fake stationarity properties of solutions to forward Stochastic Volterra Integral Equations (SVIEs) with affine drift and long-memory (regular) kernels, both on…