Mathematics – Classical Analysis and ODEs
Scientist
Mathematics
Classical Analysis and ODEs
Scientist
A Black--Scholes Model with Long Memory
Geometric Brownian Motion with delay: mean square characterisation
Long Memory in a Linear Stochastic Volterra Differential Equation
Long run behaviour of the autocovariance function of ARCH($\infty$) models
Necessary and sufficient conditions for periodic decaying resolvents in linear discrete convolution Volterra equations and applications to ARCH$(\infty)$ processes
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