Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On stochastic integration for volatility modulated Brownian-driven
  Volterra processes via white noise analysis   This paper generalizes the integration theory for volatility modulated
Brownian-driven Volterra processes onto the space G* of Potthoff-Timpel
distributions. Sufficient conditions for integrability of generalized processes
are given, regularity results and properties of the integral are discussed. We
introduce a new volatility modulation method through the Wick product and
discuss its relation to the pointwise-multiplied volatility model.

18
The categories of this paper are: econ
6
The categories of this paper are: astro-ph
19
The categories of this paper are: eess
11
The categories of this paper are: hep-lat
24
The categories of this paper are: dg-ga
13
The categories of this paper are: quant-ph
31
The categories of this paper are: ao-sci
30
The categories of this paper are: q-alg
10
The categories of this paper are: q-bio
14
The categories of this paper are: math-ph
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The categories of this paper are: acc-phys
25
The categories of this paper are: patt-sol
33
The categories of this paper are: plasm-ph
35
The categories of this paper are: mtrl-th
9
The categories of this paper are: nlin
5
The categories of this paper are: gr-qc