论文标题
随机Volterra积分方程的Euler近似方案的误差分布
Error Distribution Of The Euler Approximation Scheme For Stochastic Volterra Integral Equations
论文作者
论文摘要
本文的目的是在Euler近似方案中建立归一化误差的分布的收敛性，用于由标准的布朗运动驱动的随机伏尔泰方程，其构成$（t-s）^α$的内核，其中$α\ in（ - \ frac 12，\ frac 12）$。
The purpose of this paper is to establish the convergence in distribution of the normalized error in the Euler approximation scheme for stochastic Volterra equations driven by a standard Brownian motion, with a kernel of the form $(t-s)^α$, where $α\in (-\frac 12, \frac 12)$.
