Derives a fractional IBP formula for directional derivatives of expectations under stochastic Volterra dynamics that interpolates between the chain rule and BEL formulas via the Riemann-Liouville derivative, with a smoothing result for power-law kernels.
Regular occupation measures of V olterra processes
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Functional integration by parts formulae for stochastic Volterra processes
Derives a fractional IBP formula for directional derivatives of expectations under stochastic Volterra dynamics that interpolates between the chain rule and BEL formulas via the Riemann-Liouville derivative, with a smoothing result for power-law kernels.