Large deviations for stochastic Volterra equations in the plane

DOI10.1023/A:1008662409325zbMath0983.60010MaRDI QIDQ1579897

Marta Sanz-Solé, Carles Rovira

Publication date: 2 April 2002

Published in: Potential Analysis (Search for Journal in Brave)

zbMATH Keywords

stochastic partial differential equationsBrownian sheetlarge deviationsmartingale inequalities

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)

Related Items (6)

ONSAGER–MACHLUP FUNCTIONAL FOR VOLTERRA EQUATIONS PERTURBED BY NOISE ⋮ Large and moderate deviations for stochastic Volterra systems ⋮ Large deviation principle for SDEs with Dini continuous drifts ⋮ A moderate deviation principle for stochastic Volterra equation ⋮ Rough Volterra equations. II: Convolutional generalized integrals ⋮ Large deviation for stochastic volterra equation in the Besov-Orlicz space and application

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