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Wong-Zakai Approximations for Stochastic Volterra Equations
Jie Xu and Mingbo Zhang

J. Comp. Math. DOI: 10.4208/jcm.2305-m2022-0268

Publication Date : 2023-11-21

  • Abstract

In this paper, we shall prove a Wong-Zakai approximation for stochastic Volterra equations under appropriate assumptions. We may apply it to a class of stochastic differential equations with the kernel of fractional Brownian motion with Hurst parameter $H ∈ (1/2, 1)$ and subfractional Brownian motion with Hurst parameter $H ∈ (1/2, 1).$ As far as we know, this is the first result on stochastic Volterra equations in this topic.

  • Copyright

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