Large deviations for stochastic Volterra equations

被引：15

作者：

Nualart, D ^{[1
]}

Rovira, C ^{[1
]}

机构：

[1] Univ Barcelona, Fac Matemat, E-08007 Barcelona, Spain

来源：

关键词：

large-deviations; stochastic Volterra equations;

D O I：

10.2307/3318580

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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

引用

页码：339 / 355

页数：17

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