%0 Journal Article
%T Wong-Zakai approximation of stochastic Volterra integral equations
%J Computational Methods for Differential Equations
%I University of Tabriz
%Z 2345-3982
%A Kamrani, Minoo
%D 2024
%\ 05/01/2024
%V 12
%N 3
%P 484-501
%! Wong-Zakai approximation of stochastic Volterra integral equations
%K Wong-Zakai approximation
%K fractional Brownian motion
%K Volterra integral equation
%R 10.22034/cmde.2023.58696.2485
%X 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.
%U https://cmde.tabrizu.ac.ir/article_17331_14c412acb7215b0acb9dfbf8a110f38b.pdf