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In this paper we obtain an Itô differential representation for a class of singular stochastic Volterra integral equations. As an application, we investigate the rate of convergence in the small… Click to show full abstract
In this paper we obtain an Itô differential representation for a class of singular stochastic Volterra integral equations. As an application, we investigate the rate of convergence in the small time central limit theorem for the solution.
Keywords:
stochastic volterra;
differential representation;
integral equations;
singular stochastic;
volterra integral
Journal Title: Acta Mathematica Scientia
Year Published: 2020
Link to full text (if available)
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Journal Title: Acta Mathematica Scientia
Year Published: 2020
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!