Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/23387
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dc.contributor.authorNualart, David, 1951-cat
dc.contributor.authorRovira Escofet, Carlescat
dc.date.accessioned2012-04-10T09:48:09Z-
dc.date.available2012-04-10T09:48:09Z-
dc.date.issued2000-
dc.identifier.issn1350-7265-
dc.identifier.urihttp://hdl.handle.net/2445/23387-
dc.description.abstractThis paper is devoted to prove a large-deviation principle for solutions to multidimensional stochastic Volterra equations.eng
dc.format.extent17 p.-
dc.format.mimetypeapplication/pdf-
dc.language.isoengeng
dc.publisherBernoulli Society for Mathematical Statistics and Probability-
dc.relation.isformatofReproducció del document publicat a: https://doi.org/10.2307/3318580-
dc.relation.ispartofBernoulli, 2000, vol. 6, núm. 2, p. 339-355-
dc.relation.urihttps://doi.org/10.2307/3318580-
dc.rights(c) ISI/BS, International Statistical Institute, Bernoulli Society, 2000-
dc.sourceArticles publicats en revistes (Matemàtiques i Informàtica)-
dc.subject.classificationEquacions integrals estocàstiquescat
dc.subject.classificationAnàlisi estocàsticacat
dc.subject.classificationTeoremes de límit (Teoria de probabilitats)cat
dc.subject.otherStochastic integral equationseng
dc.subject.otherStochastic analysiseng
dc.subject.otherLimit theorems (Probability theory)eng
dc.titleLarge deviations for stochastic Volterra equationseng
dc.typeinfo:eu-repo/semantics/article-
dc.typeinfo:eu-repo/semantics/publishedVersion-
dc.identifier.idgrec163485-
dc.rights.accessRightsinfo:eu-repo/semantics/openAccess-
Appears in Collections:Articles publicats en revistes (Matemàtiques i Informàtica)

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