Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Weak approximation of fractional SDES: The Donsker setting   In this note, we take up the study of weak convergence for stochastic
differential equations driven by a (Liouville) fractional Brownian motion $B$
with Hurst parameter $H\in(1/3,1/2)$. In the current paper, we approximate the
$d$-dimensional fBm by the convolution of a rescaled random walk with
Liouville's kernel. We then show that the corresponding differential equation
converges in law to a fractional SDE driven by $B$.

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The categories of this paper are: patt-sol
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The categories of this paper are: chao-dyn
4
The categories of this paper are: cond-mat
30
The categories of this paper are: q-alg
9
The categories of this paper are: nlin
31
The categories of this paper are: ao-sci
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The categories of this paper are: chem-ph
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The categories of this paper are: stat
15
The categories of this paper are: nucl-ex
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The categories of this paper are: q-fin
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The categories of this paper are: solv-int
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The categories of this paper are: econ
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The categories of this paper are: hep-th
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The categories of this paper are: funct-an
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The categories of this paper are: eess
8
The categories of this paper are: hep-ex