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On a Stationarity Theory for Stochastic Volterra Integral Equations with Affine Drift

Gnabeyeu, Emmanuel et al.
arXiv (All) · Papers
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dynamical-systemsmathematical-financeprobability
This paper investigate the properties of solutions to forward Stochastic Volterra Integral Equations (SVIEs for short) with affine drift, specifically their stationarity, both over a finite horizon and in the long run. We demonstrate that it is possible to induce a $\textit{fake stationary regime}$,
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