Central limit theorem of Multilevel Monte Carlo Euler estimators for Stochastic Volterra equations with fractional kernels
Abstract
This paper is devoted to proving a (Lindeberg-Feller type ) central limit theorem for the multilevel Monte Carlo estimator associated with the Euler discretization scheme for the stochastic Volterra equations with fractional kernels K(u)=uH-12/(H+1/2), H∈ (0,1/2].
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