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Generalized Feller processes and Markovian lifts of stochastic Volterra processes: the affine case

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2019Markovian lifts of positive semidefinite affine Volterra-type processes

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38 cited

2021Linear-quadratic control for a class of stochastic Volterra equations: Solvability and approximation35 cited

2022Large and moderate deviations for stochastic Volterra systems28 cited