Limit distributions for the discretization error of stochastic Volterra equations with fractional kernel

DOI10.1214/23-aap1941arXiv2112.06471OpenAlexW4389674525MaRDI QIDQ6180365

Masaaki Fukasawa, Takuto Ugai

Publication date: 19 January 2024

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2112.06471

zbMATH Keywords

central limit theoremstable convergencestochastic Volterra integral equationstochastic fractional differential equation

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Stochastic integral equations (60H20)

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