Wong-Zakai type approximations for stochastic differential equations driven by a fractional Brownian motion. (English) Zbl 1161.60320
Summary: We consider Wong-Zakai type approximations for a class of Itô-Volterra equations related to the fractional Brownian motion. The quadratic mean convergence, uniformly on compact time intervals, of the approximations to the solution of an Itô-Volterra equation with a modified drift is obtained.
MSC:
| 60H07 | Stochastic calculus of variations and the Malliavin calculus |
Keywords:
fractional Brownian motion; Itô-Volterra equations; quadratic mean convergence; Wong-Zakai approximationsReferences:
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