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Boundary behaviour of the Volterra square-root process

math.PR · 2026-06-05 · unverdicted · novelty 7.0

For regular Volterra kernels the square-root process obeys a time-dependent Feller condition and stays positive; for rough regularly-varying kernels it hits zero with positive probability and carries an atom at the boundary.

The World's Fastest Matching Engine Algorithm

cs.DC · 2026-05-31 · unverdicted · novelty 7.0

Introduces PIN priority queue and neighbor-aware tree operations claiming 32 million order messages per second on one CPU core for trading matching engines.

Revisiting Trade-sign Long-memory and Square-root Law price impact

q-fin.TR · 2026-06-15 · unverdicted · novelty 2.0

A coupled reaction-diffusion model of order books yields the LMF trade-sign long memory and square-root meta-order impact, reinterpreted as event-time versus physical-time statements with subordination effects.

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  • Boundary behaviour of the Volterra square-root process math.PR · 2026-06-05 · unverdicted · none · ref 25

    For regular Volterra kernels the square-root process obeys a time-dependent Feller condition and stays positive; for rough regularly-varying kernels it hits zero with positive probability and carries an atom at the boundary.