Large deviations for stochastic Volterra equations

Nualart, David; Rovira, Carles

Bernoulli, Tome 6 (2000) no. 6, p. 339-355 / Harvested from Project Euclid

Résumé

This paper is devoted to prove a large-deviation principle for solutions to multidimensional stochastic Volterra equations.

Publié le : 2000-04-14
Classification: large deviations, stochastic Volterra equations

@article{1081788032,
     author = {Nualart, David and Rovira, Carles},
     title = {Large deviations for stochastic Volterra equations},
     journal = {Bernoulli},
     volume = {6},
     number = {6},
     year = {2000},
     pages = { 339-355},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1081788032}
}

Nualart, David; Rovira, Carles. Large deviations for stochastic Volterra equations. Bernoulli, Tome 6 (2000) no. 6, pp.  339-355. http://gdmltest.u-ga.fr/item/1081788032/