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2000

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Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/23387

Large deviations for stochastic Volterra equations

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Abstract

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

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https://doi.org/10.2307/3318580

Subject

Equacions integrals estocàstiques, Anàlisi estocàstica, Teoremes de límit (Teoria de probabilitats)

Subject (English)

Stochastic integral equations, Stochastic analysis, Limit theorems (Probability theory)

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NUALART, David and ROVIRA ESCOFET, Carles. Large deviations for stochastic Volterra equations. Bernoulli. 2000. Vol. 6, num. 2, pags. 339-355. ISSN 1350-7265. [consulted: 8 of October of 2026]. Available at: https://hdl.handle.net/2445/23387

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