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Euler schemes and large deviations for stochastic Volterra equations with singular kernels - MaRDI portal

Euler schemes and large deviations for stochastic Volterra equations with singular kernels (Q926862)

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scientific article; zbMATH DE number 5277634
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English
Euler schemes and large deviations for stochastic Volterra equations with singular kernels
scientific article; zbMATH DE number 5277634

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    Euler schemes and large deviations for stochastic Volterra equations with singular kernels (English)
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    21 May 2008
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    stochastic Volterra equation
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    large deviation
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    Euler scheme
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    fractional Brownian motion
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