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Luchko,General fractional integrals and derivatives with the Sonine kernels, Mathematics9(2021), 594

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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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