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.
Simulating integrated Volterra square- root processes and Volterra Heston models via Inverse Gaussian.arXiv preprint arXiv:2504.19885,
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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.