<div class="csl-bib-body">
<div class="csl-entry">Wiedermann, K. (2024). A Small-time central limit theorems for stochastic Volterra integral equations and their implications on the Markov property. In <i>Bachelier Finance Society — 12th World Congress, Rio de Janeiro, Brazil, July 8th - July 12th, 2024</i> (pp. 228–228).</div>
</div>
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dc.identifier.uri
http://hdl.handle.net/20.500.12708/211049
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dc.language.iso
en
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dc.subject
Central limit theorem
en
dc.subject
stochastic Volterra integral equations
en
dc.title
A Small-time central limit theorems for stochastic Volterra integral equations and their implications on the Markov property
en
dc.type
Inproceedings
en
dc.type
Konferenzbeitrag
de
dc.description.startpage
228
-
dc.description.endpage
228
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dc.type.category
Abstract Book Contribution
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tuw.booktitle
Bachelier Finance Society — 12th World Congress, Rio de Janeiro, Brazil, July 8th - July 12th, 2024
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tuw.researchTopic.id
A4
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tuw.researchTopic.id
A3
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tuw.researchTopic.name
Mathematical Methods in Economics
-
tuw.researchTopic.name
Fundamental Mathematics Research
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tuw.researchTopic.value
20
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tuw.researchTopic.value
80
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tuw.publication.orgunit
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik
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dc.description.numberOfPages
1
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tuw.event.name
12th Bachelier World Congress of the Bachelier Finance Society
en
tuw.event.startdate
08-07-2024
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tuw.event.enddate
12-07-2024
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tuw.event.online
On Site
-
tuw.event.type
Event for scientific audience
-
tuw.event.place
Rio de Janeiro
-
tuw.event.country
BR
-
tuw.event.institution
Bachelier Finance Society
-
tuw.event.presenter
Wiedermann, Kristof
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wb.sciencebranch
Informatik
-
wb.sciencebranch
Wirtschaftswissenschaften
-
wb.sciencebranch
Mathematik
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wb.sciencebranch.oefos
1020
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wb.sciencebranch.oefos
5020
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wb.sciencebranch.oefos
1010
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wb.sciencebranch.value
10
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wb.sciencebranch.value
20
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wb.sciencebranch.value
70
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item.languageiso639-1
en
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item.openairetype
conference paper
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item.grantfulltext
none
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item.fulltext
no Fulltext
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item.cerifentitytype
Publications
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item.openairecristype
http://purl.org/coar/resource_type/c_5794
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crisitem.author.dept
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik
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crisitem.author.parentorg
E105 - Institut für Stochastik und Wirtschaftsmathematik