Wong-Zakai type approximations for stochastic differential equations driven by a fractional Brownian motion
Summary: We consider Wong-Zakai type approximations for a class of Itô-Volterra equations related to the fractional Brownian motion. The quadratic mean convergence, uniformly on compact time intervals, of the approximations to the solution of an Itô-Volterra equation with a modified drift is obtained.
scientific article; zbMATH DE number 5550892