Title of article
Wong-Zakai approximation of stochastic Volterra integral equations
Author/Authors
Kamrani ، Minoo Department of Mathematics - Faculty of Science - Razi university
From page
484
To page
501
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
Journal title
Computational Methods for Differential Equations
Journal title
Computational Methods for Differential Equations
Record number
2777692
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