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Sascha Desmettre, Gunther Leobacher · 2021 · DOI 10.1007/s00780-021-00451-w

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Boundary behaviour of the Volterra square-root process

math.PR · 2026-06-05 · unverdicted · novelty 7.0 · 2 refs

For regular Volterra kernels the square-root process obeys a time-dependent Feller condition and stays positive; for rough regularly-varying kernels it hits zero with positive probability and carries an atom at the boundary.

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  • Boundary behaviour of the Volterra square-root process math.PR · 2026-06-05 · unverdicted · none · ref 11 · 2 links

    For regular Volterra kernels the square-root process obeys a time-dependent Feller condition and stays positive; for rough regularly-varying kernels it hits zero with positive probability and carries an atom at the boundary.