Bernoulli

  • Bernoulli
  • Volume 6, Number 2 (2000), 339-355.

Large deviations for stochastic Volterra equations

David Nualart and Carles Rovira

Full-text: Open access

Abstract

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

Article information

Source
Bernoulli, Volume 6, Number 2 (2000), 339-355.

Dates
First available in Project Euclid: 12 April 2004

Permanent link to this document
https://projecteuclid.org/euclid.bj/1081788032

Mathematical Reviews number (MathSciNet)
MR2001d:60025

Zentralblatt MATH identifier
0959.60050

Keywords
large deviations stochastic Volterra equations

Citation

Nualart, David; Rovira, Carles. Large deviations for stochastic Volterra equations. Bernoulli 6 (2000), no. 2, 339--355. https://projecteuclid.org/euclid.bj/1081788032


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References

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