The central limit theorem for stochastic Volterra equations with singular kernels
Probability
2023-03-06 v1
Abstract
This work concerns stochastic Volterra equations with singular kernels. Under the suitable conditions, we prove the central limit theorem for them. Moreover, we apply our result to stochastic Volterra equations with the kernels of fractional Brownian motions with the Hurst parameter .
Keywords
Cite
@article{arxiv.2303.01715,
title = {The central limit theorem for stochastic Volterra equations with singular kernels},
author = {Huijie Qiao},
journal= {arXiv preprint arXiv:2303.01715},
year = {2023}
}