TY - JOUR
T1 - Wong-Zakai Approximations for Stochastic Volterra Equations
AU - Xu , Jie
AU - Zhang , Mingbo
JO - Journal of Computational Mathematics
VL - 6
SP - 1526
EP - 1553
PY - 2024
DA - 2024/11
SN - 42
DO - http://doi.org/10.4208/jcm.2305-m2022-0268
UR - https://global-sci.org/intro/article_detail/jcm/23506.html
KW - Stochastic Volterra equations, Wong-Zakai approximations, Fractional Brownian motion, Subfractional Brownian motion, Quadratic mean convergence.
AB - <p style="text-align: justify;">In this paper, we shall prove a Wong-Zakai approximation for stochastic Volterra equations under appropriate assumptions. We may apply it to a class of stochastic differential
equations with the kernel of fractional Brownian motion with Hurst parameter $H ∈ (1/2, 1)$ and subfractional Brownian motion with Hurst parameter $H ∈ (1/2, 1).$ As far as we know,
this is the first result on stochastic Volterra equations in this topic.</p>