Volterra clocks converge weakly to pure-jump processes given by first passage times of Brownian motion to curved boundaries parametrized by f, unifying several asymptotic regimes.
Lévy processes as weak limits of rough Heston models.arXiv preprint arXiv:2508.14835,
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Volterra clocks and their pure-jump limits: hitting times of curved boundaries
Volterra clocks converge weakly to pure-jump processes given by first passage times of Brownian motion to curved boundaries parametrized by f, unifying several asymptotic regimes.