activity
20232026
most citedBayesian Nonlinear Regression using Sums of Simple Functions

1 citations · 1 across the 5 of their papers we have counts for

collaborators
Showing 2024Show all

2 papers · 1 filter

math.PR2024

Markovian Lifts of Stochastic Volterra Equations in Sobolev Spaces: Solution theory, an Ito Formula and Invariant Measures

Florian Huber

We investigate Markovian lifts of stochastic Volterra equations (SVEs) with completely monotone kernels and general coefficients within the framework of weighted Sobolev spaces. Ou…

math.PR2024

Polynomial interacting particle systems and non-linear SPDEs for market capitalization curves

Christa Cuchiero, Florian Huber

Motivated by the robustness of the capital distribution curves, we study the behavior of a certain polynomial equity market model as the number of companies goes to infinity. More…