Wong-Zakai approximation of stochastic Volterra integral equations

This study aims to investigate a stochastic Volterra integral equation driven by fractional Brownian motion with Hurst parameter H\in (\frac ۱۲, ۱). 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.

کلیدواژه ها:

Wong-Zakai approximation ، fractional Brownian motion ، Volterra integral equation