TY - JOUR
ID - 17331
TI - Wong-Zakai approximation of stochastic Volterra integral equations
JO - Computational Methods for Differential Equations
JA - CMDE
LA - en
SN - 2345-3982
AU - Kamrani, Minoo
AD - Department of Mathematics, Faculty of Science, Razi university, Kermanshah, Iran.
Y1 - 2024
PY - 2024
VL - 12
IS - 3
SP - 484
EP - 501
KW - Wong-Zakai approximation
KW - fractional Brownian motion
KW - Volterra integral equation
DO - 10.22034/cmde.2023.58696.2485
N2 - 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.
UR - https://cmde.tabrizu.ac.ir/article_17331.html
L1 - https://cmde.tabrizu.ac.ir/article_17331_14c412acb7215b0acb9dfbf8a110f38b.pdf
ER -