随机Volterra方程的中心极限定理

详细信息

entral Limit Theorem for Stochastic Volterra Equation

School of Statistics and Mathematics, Zhongnan University of Economics and Law, Wuhan, 430073, China

摘要: 在本文中, 我们研究一类随机Volterra方程,它包含了分数布朗运动驱动的随机微分方程等模型.我们利用It\^o(1979)建立的一个极大不等式, 在连续函数空间中关于一致收敛拓扑,建立了中心极限定理.
- 随机Volterra方程 /
- 中心极限定理 /
- 分数布朗运动
Abstract: 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.
- stochastic Volterra equation /
- central limit theorem /
- fractional Brownian motion

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