  Our study aims to specify the asymptotic error distribution in the
discretization of a stochastic Volterra equation with a fractional kernel. It
is well-known that for a standard stochastic differential equation, the
discretization error, normalized with its rate of convergence $1/\sqrt{n}$,
converges in law to the solution of a certain linear equation. Similarly to
this, we show that a suitably normalized discretization error of the Volterra
equation converges in law to the solution of a certain linear Volterra equation
with the same fractional kernel.
