Kolmogorov Equations for Stochastic Volterra Processes with Singular Kernels

By Ioannis Gasteratos, Alexandre Pannier

Published 2025-09-25

Everscope rating

1549.2

Relevance to quantitative trading

8 / 10

Implementation complexity

10 / 10

Reproducibility

4 / 5

About this paper

Methodology: Stochastic analysis in Hilbert spaces with Markovian lift via transport-type SPDE. Problem types: Stochastic Process Theory, PDE Well-posedness, Markovian Representation of Non-Markovian Processes, Option Pricing Theory, Rough Volatility Modeling.

arXiv:2509.21608 · Paper rankings

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