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.
Stochastic Volterra Equations in Banach Spac es and Stochastic Partial Differential Equation
3 Pith papers cite this work. Polarity classification is still indexing.
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UNVERDICTED 3representative citing papers
Constructs QMLE for drift parameter in singular Volterra SDE with small diffusion, proving path reconstruction error O(h^{1/2}) independent of roughness α and yielding efficient estimator as ε→0.
Constructs a consistent and asymptotically normal trajectory fitting estimator for the drift parameter θ* in singular-kernel stochastic Volterra equations under small-noise asymptotics.
citing papers explorer
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Limit theorems for stochastic Volterra processes
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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Drift estimation for rough processes under small noise asymptotic : QMLE approach
Constructs QMLE for drift parameter in singular Volterra SDE with small diffusion, proving path reconstruction error O(h^{1/2}) independent of roughness α and yielding efficient estimator as ε→0.
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Drift estimation for rough processes under small noise asymptotic : trajectory fitting method
Constructs a consistent and asymptotically normal trajectory fitting estimator for the drift parameter θ* in singular-kernel stochastic Volterra equations under small-noise asymptotics.