In this paper, we introduce the cubature formulas for Stochastic Volterra Integral Equations. We first derive the stochastic Taylor expansion in this setting and provide its tail estimates. We then introduce the cubature measure for such equations, and construct it explicitly in some special cases, including a long memory stochastic volatility model. Finally, we illustrate its efficiency by presenting several numerical examples.

翻译：在本文中,我们引入了斯托切斯托克伏特拉集成赤道的幼稚公式。我们首先在这一背景下得出了蒸馏式泰勒扩张,并提供了其尾端估计值。然后我们引入了此类方程式的幼稚度度,并在一些特殊情况下明确构建了该方程式,包括一个长期的内存随机波动模型。最后,我们通过几个数字例子来说明其效率。