Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/23387
Title: Large deviations for stochastic Volterra equations
Author: Nualart, David, 1951-
Rovira Escofet, Carles
Keywords: Equacions integrals estocàstiques
Anàlisi estocàstica
Teoremes de límit (Teoria de probabilitats)
Stochastic integral equations
Stochastic analysis
Limit theorems (Probability theory)
Issue Date: 2000
Publisher: Bernoulli Society for Mathematical Statistics and Probability
Abstract: This paper is devoted to prove a large-deviation principle for solutions to multidimensional stochastic Volterra equations.
Note: Reproducció del document publicat a: http://projecteuclid.org/euclid.bj/1081788032
It is part of: Bernoulli, 2000, vol. 6, núm. 2, p. 339-355
URI: http://hdl.handle.net/2445/23387
ISSN: 1350-7265
Appears in Collections:Articles publicats en revistes (Matemàtiques i Informàtica)

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