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: https://doi.org/10.2307/3318580 |
| It is part of: | Bernoulli, 2000, vol. 6, núm. 2, p. 339-355 |
| URI: | http://hdl.handle.net/2445/23387 |
| Related resource: | https://doi.org/10.2307/3318580 |
| ISSN: | 1350-7265 |
| Appears in Collections: | Articles publicats en revistes (Matemàtiques i Informàtica) |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 163485.pdf | 346.49 kB | Adobe PDF | View/Open |
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