LI Yumeng. entral Limit Theorem for Stochastic Volterra Equation[J]. Chinese Journal of Applied Probability and Statistics, 2020, 36(2): 173-180. DOI: 10.3969/j.issn.1001-4268.2020.02.006
Citation:
LI Yumeng. entral Limit Theorem for Stochastic Volterra Equation[J]. Chinese Journal of Applied Probability and Statistics, 2020, 36(2): 173-180. DOI: 10.3969/j.issn.1001-4268.2020.02.006
LI Yumeng. entral Limit Theorem for Stochastic Volterra Equation[J]. Chinese Journal of Applied Probability and Statistics, 2020, 36(2): 173-180. DOI: 10.3969/j.issn.1001-4268.2020.02.006
Citation:
LI Yumeng. entral Limit Theorem for Stochastic Volterra Equation[J]. Chinese Journal of Applied Probability and Statistics, 2020, 36(2): 173-180. DOI: 10.3969/j.issn.1001-4268.2020.02.006
entral Limit Theorem for Stochastic Volterra Equation
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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