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Itô Differential Representation of Singular Stochastic Volterra Integral Equations
Acta Mathematica Scientia ( IF 1.2 ) Pub Date : 2020-10-10 , DOI: 10.1007/s10473-020-0624-5
Nguyen Tien Dung

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.

中文翻译:

奇异随机Volterra积分方程的Itô微分表示

在本文中,我们获得了一类奇异随机 Volterra 积分方程的 Itô 微分表示。作为一个应用,我们研究了解决方案的小时间中心极限定理的收敛速度。
更新日期:2020-10-10
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