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Itô Differential Representation of Singular Stochastic Volterra Integral Equations

Authors: 

Nguyen Tien Dung

Source title: 
Acta Mathematica Scientia, 40: 1989-2000, 2020 (ISI)
Academic year of acceptance: 
2020-2021
Abstract: 

In this paper we obtain an Itô differential 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.