Wong-Zakai approximation of stochastic Volterra integral equations
نویسندگان
1 Department of Mathematics, Faculty of Science, Razi university, Kermanshah, Iran.
doi
10.22034/cmde.2023.58696.2485چکیده
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.
