Record link: 
http://hdl.handle.net/20.500.12708/222961
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Title: 
Three perspectives on the failure of the Markov property for stochastic Volterra integral equations
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Citation: 
Wiedermann, K. (2025, October 16). Three perspectives on the failure of the Markov property for stochastic Volterra integral equations [Presentation]. Vienna Seminar in Mathematical Finance and Probability 2025, Wien, Austria.
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Publication Type: 
Presentation - Presentation
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Language: 
English
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Authors: 
Wiedermann, Kristof 
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Organisational Unit: 
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik 
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Date (published): 
16-Oct-2025
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Event name: 
Vienna Seminar in Mathematical Finance and Probability 2025 
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Event date: 
16-Oct-2025
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Event place: 
Wien, Austria
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Keywords: 
Stochastic Volterra equation; Markov process; Central limit theorem; Hilbert space; Brownian motion
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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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