Establishes a fundamental weak convergence theorem for nonsingular SVIEs and derives first-order weak rates for the stochastic theta method and Wong-Zakai approximation while relaxing boundedness assumptions on the diffusion coefficient.
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Fundamental weak convergence theorem for stochastic Volterra integral equations and its applications
Establishes a fundamental weak convergence theorem for nonsingular SVIEs and derives first-order weak rates for the stochastic theta method and Wong-Zakai approximation while relaxing boundedness assumptions on the diffusion coefficient.