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arXiv · 2303.01715

The central limit theorem for stochastic Volterra equations with singular kernels

Huijie Qiao
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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 $H\in(0, 1)$.

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Huijie Qiao. 2023-03-03. The central limit theorem for stochastic Volterra equations with singular kernels. https://arxiv.org/abs/2303.01715

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