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.
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Kamrani, M. (2024). Wong-Zakai approximation of stochastic Volterra integral equations. Computational Methods for Differential Equations, 12(3), 484-501. doi: 10.22034/cmde.2023.58696.2485
MLA
Minoo Kamrani. "Wong-Zakai approximation of stochastic Volterra integral equations". Computational Methods for Differential Equations, 12, 3, 2024, 484-501. doi: 10.22034/cmde.2023.58696.2485
HARVARD
Kamrani, M. (2024). 'Wong-Zakai approximation of stochastic Volterra integral equations', Computational Methods for Differential Equations, 12(3), pp. 484-501. doi: 10.22034/cmde.2023.58696.2485
VANCOUVER
Kamrani, M. Wong-Zakai approximation of stochastic Volterra integral equations. Computational Methods for Differential Equations, 2024; 12(3): 484-501. doi: 10.22034/cmde.2023.58696.2485
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