Stochastic Volterra integral equations provide a powerful framework for modelling systems in which memory effects and hereditary properties play a central role. These equations extend the classical ...
The Annals of Applied Probability, Vol. 28, No. 1 (February 2018), pp. 1-34 (34 pages) In this paper, we aim to develop the stochastic control theory of branching diffusion processes where both the ...
As global financial markets become increasingly interconnected, accurately modelling correlations between assets is essential. Traditional models often assume static correlations, which fail to ...
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