most citedLimit distributions for the discretization error of stochastic Volterra equations

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math.NA2021★ 1 cited

Limit distributions for the discretization error of stochastic Volterra equations

Masaaki Fukasawa, Takuto Ugai

Our study aims to specify the asymptotic error distribution in the discretization of a stochastic Volterra equation with a fractional kernel. It is well-known that for a standard s…