{"paper":{"title":"Functional integration by parts formulae for stochastic Volterra processes","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.RM"],"primary_cat":"math.PR","authors_text":"Alexandre Pannier","submitted_at":"2026-05-28T15:15:30Z","abstract_excerpt":"We investigate integration by parts (IBP) formulae for stochastic Volterra equations and we establish the smoothing effect of the expectation. Due to the inherent path-dependent dynamics of this class of processes, standard Bismut--Elworthy--Li (BEL) formulae and lifting procedures fail to produce representations for directional derivatives with respect to the initial curve. We exhibit a new type of fractional IBP for these derivatives which, by means of the Riemann--Liouville fractional derivative, interpolates between the standard chain rule and a pure BEL formula with Cameron--Martin path d"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2605.30068","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2605.30068/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}