@article {
author = {Kamrani, Minoo},
title = {Wong-Zakai approximation of stochastic Volterra integral equations},
journal = {Computational Methods for Differential Equations},
volume = {12},
number = {3},
pages = {484-501},
year = {2024},
publisher = {University of Tabriz},
issn = {2345-3982},
eissn = {2383-2533},
doi = {10.22034/cmde.2023.58696.2485},
abstract = {This study aims to investigate a stochastic Volterra integral equation driven by fractional Brownian motion with Hurst parameter $H\in (\frac 12, 1)$. We employ the Wong-Zakai approximation to simplify this intricate problem, transforming the stochastic integral equation into an ordinary integral equation. Moreover, we consider the convergence and the rate of convergence of the Wong-Zakai approximation for this kind of equation.},
keywords = {Wong-Zakai approximation,fractional Brownian motion,Volterra integral equation},
url = {https://cmde.tabrizu.ac.ir/article_17331.html},
eprint = {https://cmde.tabrizu.ac.ir/article_17331_14c412acb7215b0acb9dfbf8a110f38b.pdf}
}