Error Distribution Of The Euler Approximation Scheme For Stochastic Volterra Integral Equations
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🧮 math.PR
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alphaapproximationdistributionequationserroreulerfracscheme
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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 $(t-s)^\alpha$, where $\alpha \in (-\frac 12, \frac 12)$.
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