| 随机Volterra方程的中心极限定理 |
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| 引用本文： | 李宇勐.随机Volterra方程的中心极限定理[J].应用概率统计,2020(2):173-180. |
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| 作者姓名： | 李宇勐 |
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| 作者单位： | 中南财经政法大学统计与数学学院 |
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| 摘 要： | 在本文中,我们研究一类随机Volterra方程,它包含了分数布朗运动驱动的随机微分方程等模型.我们利用Ito(1979)建立的一个极大不等式,在连续函数空间中关于一致收敛拓扑,建立了中心极限定理.
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| 关 键 词： | 随机Volterra方程 中心极限定理 分数布朗运动 |
Central Limit Theorem for Stochastic Volterra Equation |
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| LI Yumeng.Central Limit Theorem for Stochastic Volterra Equation[J].Chinese Journal of Applied Probability and Statisties,2020(2):173-180. |
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| Authors: | LI Yumeng |
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| Institution: | (School of Statistics and Mathematics,Zhongnan University of Economics and Law,Wuhan,430073,China) |
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| Abstract: | In this paper,we study a class of stochastic Volterra equations,which include the stochastic differential equation driven by fractional Brownian motion.By using a maximal inequality due to Ito(1979),we establish the central limit theorem for stochastic Volterra equation on the continuous path space,with respect to the uniform norm. |
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| Keywords: | stochastic Volterra equation central limit theorem fractional Brownian motion |
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