Itô Differential Representation of Singular Stochastic Volterra Integral Equations
Itô Differential Representation of Singular Stochastic Volterra Integral Equations
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.