@Article{JCM-42-1526,
author = {Xu , Jie and Zhang , Mingbo},
title = {Wong-Zakai Approximations for Stochastic Volterra Equations},
journal = {Journal of Computational Mathematics},
year = {2024},
volume = {42},
number = {6},
pages = {1526--1553},
abstract = {<p style="text-align: justify;">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.</p>},
issn = {1991-7139},
doi = {https://doi.org/10.4208/jcm.2305-m2022-0268},
url = {http://global-sci.org/intro/article_detail/jcm/23506.html}
}