Nonnegativity preserving convolution kernels. Application to Stochastic Volterra Equations in closed convex domains and their approximation
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Cited by:
- Mohamed Ben Alaya & Martin Friesen & Jonas Kremer, 2024. "Ergodicity and Law-of-large numbers for the Volterra Cox-Ingersoll-Ross process," Papers 2409.04496, arXiv.org.
- Aur'elien Alfonsi & Edoardo Lombardo, 2024. "High order approximations and simulation schemes for the log-Heston process," Papers 2407.17151, arXiv.org, revised Dec 2024.
- Herv'e Andr`es & Benjamin Jourdain, 2024. "Existence, uniqueness and positivity of solutions to the Guyon-Lekeufack path-dependent volatility model with general kernels," Papers 2408.02477, arXiv.org.
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