WONG-ZAKAI APPROXIMATIONS FOR STOCHASTIC VOLTERRA EQUATIONS  

作　　者：Jie Xu Mingbo Zhang 

机构地区：[1]College of Mathematics and Information Science,Henan Normal University,Xinxiang 453007,China [2]School of Statistics and Research Center of Applied Statistics,Jiangxi University of Finance and Economics,Nanchang 330013,China

出　　处：《Journal of Computational Mathematics》2024年第6期1526-1553,共28页计算数学（英文）

基　　金：support provided by the Key Scientific Research Project Plans of Henan Province Advanced Universities(No.24A110006);the NSFs of China(Grant Nos.11971154,12361030);by the Science and Technology Foundation of Jiangxi Education Department(Grant No.GJJ190265)。

摘　　要：In this paper,we shall prove a Wong-Zakai approximation for stochastic Volterra equations under appropriate assumptions.We may apply it to a class of stochastic differential equations with the kernel of fractional Brownian motion with Hurst parameter H∈(1/2,1)and subfractional Brownian motion with Hurst parameter H∈(1/2,1).As far as we know,this is the first result on stochastic Volterra equations in this topic.

关 键 词：Stochastic Volterra equations Wong-Zakai approximations Fractional Brownian motion Subfractional Brownian motion Quadratic mean convergence 

分 类 号：O17[理学—数学]