The theory of affine processes has been recently extended to continuous stochastic Volterra
equations. These so-called affine Volterra processes overcome modeling shortcomings of …

We study path-dependent SDEs in Hilbert spaces. By using methods based on contractions
in Banach spaces, we prove the Gâteaux differentiability of generic order n of mild solutions …

In this paper, we give an elementary proof of a stochastic Fubini theorem, which says that
one can interchange a Lebesgue integral and a stochastic integral with respect to an α …