94 citations · 268 across the 41 of their papers we have counts for
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math.PR2013★ 18 cited
On stochastic integration for volatility modulated Brownian-driven Volterra processes via white noise analysis
Ole E. Barndorff-Nielsen, Fred Espen Benth, Benedykt Szozda
This paper generalizes the integration theory for volatility modulated Brownian-driven Volterra processes onto the space G* of Potthoff-Timpel distributions. Sufficient conditions…
math.PR2013★ 2 cited
Integration theory for infinite dimensional volatility modulated Volterra processes
Fred Espen Benth, André Süß
We treat a stochastic integration theory for a class of Hilbert-valued, volatility-modulated, conditionally Gaussian Volterra processes. We apply techniques from Malliavin calculus…