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.
Hamaguchi , Markovian lifting and asymptotic log- H arnack inequality for stochastic V olterra integral equations , Stochastic Process
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.NA 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
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.