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.
Kamrani, M. (2023). Wong-Zakai approximation of stochastic Volterra integral equations. Computational Methods for Differential Equations, (), -. doi: 10.22034/cmde.2023.58696.2485
MLA
Minoo Kamrani. "Wong-Zakai approximation of stochastic Volterra integral equations". Computational Methods for Differential Equations, , , 2023, -. doi: 10.22034/cmde.2023.58696.2485
HARVARD
Kamrani, M. (2023). 'Wong-Zakai approximation of stochastic Volterra integral equations', Computational Methods for Differential Equations, (), pp. -. doi: 10.22034/cmde.2023.58696.2485
VANCOUVER
Kamrani, M. Wong-Zakai approximation of stochastic Volterra integral equations. Computational Methods for Differential Equations, 2023; (): -. doi: 10.22034/cmde.2023.58696.2485
)