Record link: 
http://hdl.handle.net/20.500.12708/219909
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Title: 
Small-time central limit theorems for stochastic Volterra integral equations and their Markovian lifts: Implications on the (non-)Markov property
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Citation: 
Wiedermann, K., Friesen, M., & Gerhold, S. (2025, February 21). Small-time central limit theorems for stochastic Volterra integral equations and their Markovian lifts: Implications on the (non-)Markov property [Presentation]. Research Seminar, School of Mathematical Sciences, Dublin City University, Dublin, Ireland, Dublin, Ireland. http://hdl.handle.net/20.500.12708/219909
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Publication Type: 
Presentation - Presentation
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Language: 
English
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Authors: 
Wiedermann, Kristof 
Friesen, Martin 
Gerhold, Stefan 
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Organisational Unit: 
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik 
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Date (published): 
21-Feb-2025
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Event name: 
Research Seminar, School of Mathematical Sciences, Dublin City University, Dublin, Ireland 
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Event date: 
21-Feb-2025
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Event place: 
Dublin, Ireland
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Keywords: 
Stochastic Volterra integral equation; central limit theorem; Markov process; rough volatility
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Research Areas: 
Mathematical Methods in Economics: 10%
Fundamental Mathematics Research: 90%
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Science Branch: 
1020 - Informatik: 10%
5020 - Wirtschaftswissenschaften: 20%
1010 - Mathematik: 70%
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