Wong-Zakai approximation of stochastic Volterra integral equations

DOI10.22034/cmde.2023.58696.2485MaRDI QIDQ6656577

Minoo Kamrani

Publication date: 3 January 2025

Published in: Computational Methods for Differential Equations (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionVolterra integral equationWong-Zakai approximation

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Volterra integral equations (45D05) Stochastic integral equations (60H20)

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