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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

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0111 · Dec 201919922001200920172026
1 result for “L1-kernels”
Weak existence and uniqueness for affine stochastic Volterra equations with L1-kernelsmath.PR

Study proves existence, uniqueness, and stability for specific stochastic Volterra equations.

problem Analyzing existence, uniqueness, and stability of affine stochastic Volterra equations with L1L^1-kernels.
method Approximations with L2L^2-kernels, stability result, duality argument, deterministic Riccati--Volterra integral equation.
result Established weak uniqueness for the equations using Fourier--Laplace transform and a deterministic Riccati--Volterra integral equation.
Stochastic Volterra equationsWeak existenceUniquenessStabilityL1-kernels
2019-12-16abs ↗pdf ↗