Markovian Lifting for Rough Volatility Explained #shorts

追加: 2026-05-05

[00:00:00]In this video today, we're going to talk about the idea of marovian lifting specifically for rough volatility. We're going to start with a visual interpretation of it related to the marov property. We're going to understand this idea of expanding the state space to the entire path or to just whatever we would like to define it