Abstract
This paper is devoted to prove a large-deviation principle for solutions to multidimensional stochastic Volterra equations.
Citation
David Nualart. Carles Rovira. "Large deviations for stochastic Volterra equations." Bernoulli 6 (2) 339 - 355, April 2000.
Information
Published: April 2000
First available in Project Euclid: 12 April 2004
zbMATH: 0959.60050
MathSciNet: MR2001D:60025
Keywords:
large deviations
,
Stochastic Volterra equations
Rights: Copyright © 2000 Bernoulli Society for Mathematical Statistics and Probability
