<div class="csl-bib-body">
<div class="csl-entry">Wiedermann, K., Friesen, M., & Gerhold, S. (2025, February 21). <i>Small-time central limit theorems for stochastic Volterra integral equations and their Markovian lifts: Implications on the (non-)Markov property</i> [Presentation]. Research Seminar, School of Mathematical Sciences, Dublin City University, Dublin, Ireland, Dublin, Ireland. http://hdl.handle.net/20.500.12708/219909</div>
</div>
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dc.identifier.uri
http://hdl.handle.net/20.500.12708/219909
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dc.language.iso
en
-
dc.subject
Stochastic Volterra integral equation
en
dc.subject
central limit theorem
en
dc.subject
Markov process
en
dc.subject
rough volatility
en
dc.title
Small-time central limit theorems for stochastic Volterra integral equations and their Markovian lifts: Implications on the (non-)Markov property
en
dc.type
Presentation
en
dc.type
Vortrag
de
dc.type.category
Presentation
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tuw.publication.invited
invited
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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
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tuw.researchTopic.name
Fundamental Mathematics Research
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tuw.researchTopic.value
10
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tuw.researchTopic.value
90
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tuw.publication.orgunit
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik
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tuw.author.orcid
0000-0002-4172-3956
-
tuw.event.name
Research Seminar, School of Mathematical Sciences, Dublin City University, Dublin, Ireland
en
tuw.event.startdate
21-02-2025
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tuw.event.enddate
21-02-2025
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tuw.event.online
On Site
-
tuw.event.type
Event for scientific audience
-
tuw.event.place
Dublin
-
tuw.event.country
IE
-
tuw.event.presenter
Wiedermann, Kristof
-
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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1010
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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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none
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conference presentation
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item.openairecristype
http://purl.org/coar/resource_type/R60J-J5BD
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item.cerifentitytype
Publications
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item.fulltext
no Fulltext
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crisitem.author.dept
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik
-
crisitem.author.dept
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik
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crisitem.author.orcid
0000-0002-4172-3956
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crisitem.author.parentorg
E105 - Institut für Stochastik und Wirtschaftsmathematik
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crisitem.author.parentorg
E105 - Institut für Stochastik und Wirtschaftsmathematik
