In this paper, we study a class of stochastic Volterra equations, which include the stochastic differential equation driven by fractional Brownian motion. By using a maximal inequality due to It\^o (1979), we establish the central limit theorem for stochastic Volterra equation on the continuous path space, with respect to the uniform norm.
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LI Yumeng. entral Limit Theorem for Stochastic Volterra Equation. CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST, 2020, 36(2): 173-180.