Large deviations for stochastic Volterra equations

Nualart, David, 1951-Rovira Escofet, Carles2012-04-102012-04-1020001350-7265https://hdl.handle.net/2445/23387This paper is devoted to prove a large-deviation principle for solutions to multidimensional stochastic Volterra equations.17 p.application/pdfeng(c) ISI/BS, International Statistical Institute, Bernoulli Society, 2000Equacions integrals estocàstiquesAnàlisi estocàsticaTeoremes de límit (Teoria de probabilitats)Stochastic integral equationsStochastic analysisLimit theorems (Probability theory)Large deviations for stochastic Volterra equationsinfo:eu-repo/semantics/article163485info:eu-repo/semantics/openAccess