ITÔDIFFERENTIAL REPRESENTATION OF SINGULAR STOCHASTIC VOLTERRA INTEGRAL EQUATIONS  

作　　者：Nguyen Tien DUNG 

机构地区：[1]Division of Computational Mathematics and Engineering,Institute for Computational Science,Ton Duc Thang University,Ho Chi Minh City,Vietnam [2]Faculty of Mathematics and Statistics,Ton Duc Thang University,Ho Chi Minh City,Vietnam

出　　处：《Acta Mathematica Scientia》2020年第6期1989-2000,共12页数学物理学报（B辑英文版）

基　　金：Vietnam National Foundation for Science and Technology Development(NAFOSTED)under grant number 101.03-2019.08.

摘　　要：In this paper we obtain an Itôdifferential representation for a class of singular stochastic Volterra integral equations.As an application,we investigate the rate of convergence in the small time central limit theorem for the solution.

关 键 词：stochastic integral equation Itôformula central limit theorem 

分 类 号：O175[理学—数学]