Saved in:
| Main Authors: | Jaber, Eduardo Abi, Sotnikov, Dimitri |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2507.03700 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Efficient Simulation of Hawkes Processes using their Affine Volterra Structure
by: Jaber, Eduardo Abi, et al.
Published: (2025)
by: Jaber, Eduardo Abi, et al.
Published: (2025)
Martingale property and moment explosions in signature volatility models
by: Jaber, Eduardo Abi, et al.
Published: (2025)
by: Jaber, Eduardo Abi, et al.
Published: (2025)
Malliavin calculus for signatures with applications to finance
by: Jaber, Eduardo Abi, et al.
Published: (2026)
by: Jaber, Eduardo Abi, et al.
Published: (2026)
The Laplace transform of the integrated Volterra Wishart process
by: Jaber, Eduardo Abi
Published: (2019)
by: Jaber, Eduardo Abi
Published: (2019)
Stochastic invariance in infinite dimension beyond Lipschitz coefficients
by: Jaber, Eduardo Abi, et al.
Published: (2026)
by: Jaber, Eduardo Abi, et al.
Published: (2026)
Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian
by: Jaber, Eduardo Abi, et al.
Published: (2025)
by: Jaber, Eduardo Abi, et al.
Published: (2025)
Weak solutions of Stochastic Volterra Equations in convex domains with general kernels
by: Jaber, Eduardo Abi, et al.
Published: (2025)
by: Jaber, Eduardo Abi, et al.
Published: (2025)
From Hyper Roughness to Jumps as $H \to -1/2$
by: Jaber, Eduardo Abi, et al.
Published: (2025)
by: Jaber, Eduardo Abi, et al.
Published: (2025)
Volterra clocks and their pure-jump limits: hitting times of curved boundaries
by: Jaber, Eduardo Abi, et al.
Published: (2026)
by: Jaber, Eduardo Abi, et al.
Published: (2026)
Optimal Liquidation with Signals: the General Propagator Case
by: Jaber, Eduardo Abi, et al.
Published: (2022)
by: Jaber, Eduardo Abi, et al.
Published: (2022)
State spaces of multifactor approximations of nonnegative Volterra processes
by: Jaber, Eduardo Abi, et al.
Published: (2024)
by: Jaber, Eduardo Abi, et al.
Published: (2024)
Path-dependent processes from signatures
by: Jaber, Eduardo Abi, et al.
Published: (2024)
by: Jaber, Eduardo Abi, et al.
Published: (2024)
Equilibrium in Functional Stochastic Games with Mean-Field Interaction
by: Jaber, Eduardo Abi, et al.
Published: (2023)
by: Jaber, Eduardo Abi, et al.
Published: (2023)
Heath-Jarrow-Morton meet lifted Heston in energy markets for joint historical and implied calibration
by: Jaber, Eduardo Abi, et al.
Published: (2025)
by: Jaber, Eduardo Abi, et al.
Published: (2025)
Polynomial Volterra processes
by: Jaber, Eduardo Abi, et al.
Published: (2024)
by: Jaber, Eduardo Abi, et al.
Published: (2024)
Signature volatility models: pricing and hedging with Fourier
by: Jaber, Eduardo Abi, et al.
Published: (2024)
by: Jaber, Eduardo Abi, et al.
Published: (2024)
Signature approach for pricing and hedging path-dependent options with frictions
by: Jaber, Eduardo Abi, et al.
Published: (2025)
by: Jaber, Eduardo Abi, et al.
Published: (2025)
Concentration around a stable equilibrium for the non-autonomous $Φ_3^4$ model
by: Faure, Dimitri
Published: (2025)
by: Faure, Dimitri
Published: (2025)
Simulation of square-root processes made simple: applications to the Heston model
by: Jaber, Eduardo Abi
Published: (2024)
by: Jaber, Eduardo Abi
Published: (2024)
Exponential anticoncentration of the permanent
by: Hunter, Zach, et al.
Published: (2025)
by: Hunter, Zach, et al.
Published: (2025)
Slit-slide-sew bijections for constellations and quasiconstellations
by: Bettinelli, Jérémie, et al.
Published: (2023)
by: Bettinelli, Jérémie, et al.
Published: (2023)
Estimating parameters of continuous-time multi-chain hidden Markov models for infectious diseases
by: Bouzalmat, Ibrahim, et al.
Published: (2024)
by: Bouzalmat, Ibrahim, et al.
Published: (2024)
Exponential decay for Constrained-degree percolation
by: Santos, Diogo C. dos, et al.
Published: (2021)
by: Santos, Diogo C. dos, et al.
Published: (2021)
Multivariate Quantiles: Geometric and Measure-Transportation-Based Contours
by: Hallin, Marc, et al.
Published: (2024)
by: Hallin, Marc, et al.
Published: (2024)
The Modified Fréchet‐Exponentiated Exponential Distribution: Novel Model for Reliability and Survival Analysis
by: Merga Abdissa Aga, et al.
Published: (2026)
by: Merga Abdissa Aga, et al.
Published: (2026)
Exponential ergodicity of Stochastic Evolution Equations with reflection
by: Brzezniak, Zdzislaw, et al.
Published: (2025)
by: Brzezniak, Zdzislaw, et al.
Published: (2025)
Exponential growth of random infinite Fibonacci sequences
by: Goldsheid, Ilya, et al.
Published: (2025)
by: Goldsheid, Ilya, et al.
Published: (2025)
Exponential Ergodicity of CBIRE-Processes with Competition and Catastrophes
by: Chen, Shukai, et al.
Published: (2024)
by: Chen, Shukai, et al.
Published: (2024)
On Exponential Convergence of Random Variables
by: Tarłowski, Dawid
Published: (2024)
by: Tarłowski, Dawid
Published: (2024)
Exponential ergodicity of stochastic heat equations with Hölder coefficients
by: Han, Yi
Published: (2022)
by: Han, Yi
Published: (2022)
Second-order Approximation of Exponential Random Graph Models
by: Ding, Wen-Yi, et al.
Published: (2024)
by: Ding, Wen-Yi, et al.
Published: (2024)
Distributional and Extremal Behaviour of Brownian Motion with Exponential Resetting
by: Dębicki, Krzysztof, et al.
Published: (2026)
by: Dębicki, Krzysztof, et al.
Published: (2026)
Exponential Localization of Spatial Random Permutations in One Dimension
by: Drogin, Reuben, et al.
Published: (2026)
by: Drogin, Reuben, et al.
Published: (2026)
Exponential Bounds and Analyticity for the Tree Builder Random Walk
by: Alves, Caio, et al.
Published: (2026)
by: Alves, Caio, et al.
Published: (2026)
Inverting the Fisher information operator in non-linear models
by: Konen, Dimitri
Published: (2026)
by: Konen, Dimitri
Published: (2026)
CFO-Robust Detection for 5G PRACH under Fading Channels: Analytical Modeling and Performance Evaluation
by: Alarcón-Martín, Daniel, et al.
Published: (2025)
by: Alarcón-Martín, Daniel, et al.
Published: (2025)
Exponential Ergodicity for McKean-Vlasov SDEs with Singular Interactions
by: Huang, Xing, et al.
Published: (2025)
by: Huang, Xing, et al.
Published: (2025)
Exponential growth BSDE driven by a marked point process
by: Gu, Zihao, et al.
Published: (2023)
by: Gu, Zihao, et al.
Published: (2023)
Fluctuations around the diagonal in Bernoulli-Exponential first passage percolation
by: Vető, Bálint
Published: (2023)
by: Vető, Bálint
Published: (2023)
Infinite-Dimensional System Signature: System Signature Under the Repairable Principle
by: Güral, Yunus, et al.
Published: (2024)
by: Güral, Yunus, et al.
Published: (2024)
Similar Items
-
Efficient Simulation of Hawkes Processes using their Affine Volterra Structure
by: Jaber, Eduardo Abi, et al.
Published: (2025) -
Martingale property and moment explosions in signature volatility models
by: Jaber, Eduardo Abi, et al.
Published: (2025) -
Malliavin calculus for signatures with applications to finance
by: Jaber, Eduardo Abi, et al.
Published: (2026) -
The Laplace transform of the integrated Volterra Wishart process
by: Jaber, Eduardo Abi
Published: (2019) -
Stochastic invariance in infinite dimension beyond Lipschitz coefficients
by: Jaber, Eduardo Abi, et al.
Published: (2026)