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"Double weakly singular kernels in stochastic Volterra integral equations ..."

O. Farkhondeh Rouz, Sedaghat Shahmorad, Davood Ahmadian (2024)

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DOI: 10.1016/J.AMC.2024.128720

access: closed

type: Journal Article

metadata version: 2024-05-31

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O. Farkhondeh Rouz, Sedaghat Shahmorad, Davood Ahmadian:
Double weakly singular kernels in stochastic Volterra integral equations with application to the rough Heston model. Appl. Math. Comput. 475: 128720 (2024)

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