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Limit theorems for stochastic Volterra processes

math.PR · 2025-09-10 · unverdicted · novelty 7.0

Develops a Hilbert space-valued Markovian lift framework for stochastic Volterra equations and establishes existence of limit distributions, LLN with convergence rate, and CLT for time averages in the Gaussian domain.

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  • Limit theorems for stochastic Volterra processes math.PR · 2025-09-10 · unverdicted · none · ref 9

    Develops a Hilbert space-valued Markovian lift framework for stochastic Volterra equations and establishes existence of limit distributions, LLN with convergence rate, and CLT for time averages in the Gaussian domain.