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.
Nguyen Tien DUNG
. ITÔ DIFFERENTIAL REPRESENTATION OF SINGULAR STOCHASTIC VOLTERRA INTEGRAL EQUATIONS[J]. Acta mathematica scientia, Series B, 2020
, 40(6)
: 1989
-2000
.
DOI: 10.1007/s10473-020-0624-5
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