2 papers
math.OC2026
Markovian lifting and optimal control for integral stochastic Volterra equations with completely monotone kernels
Stefano Bonaccorsi, Fulvia Confortola
In this paper, we focus on solving the optimal control problem for integral stochastic Volterra equations in a finite dimensional setting. In our setting, the noise term is driven…
math.PR2025
Limit theorems for stochastic Volterra processes
Luigi Amedeo Bianchi, Stefano Bonaccorsi, Ole Cañadas +1
We introduce an abstract Hilbert space-valued framework of Markovian lifts for stochastic Volterra equations with operator-valued Volterra kernels. Our main results address the exi…