Error distribution of the Euler approximation scheme for stochastic Volterra equations

DOI10.1007/s10959-022-01222-9arXiv2203.02460OpenAlexW4312181432MaRDI QIDQ6111895

Bhargobjyoti Saikia, David Nualart

Publication date: 4 August 2023

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2203.02460

zbMATH Keywords

Euler approximationKnight's theoremstochastic Volterra equations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic integral equations (60H20)

Related Items (1)

Cubature Method for Stochastic Volterra Integral Equations

Cites Work

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