Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space

DOI10.1016/S0304-4149(98)00096-9zbMath0962.60054OpenAlexW2034944325MaRDI QIDQ1593625

M'hamed Eddahbi, Boualem Djehiche

Publication date: 17 January 2001

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(98)00096-9

zbMATH Keywords

Brownian sheetlarge deviationsBesov-Orlicz spacesstochastic hyperbolic equations

Mathematics Subject Classification ID

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

Related Items (3)

Rough Volterra equations. II: Convolutional generalized integrals ⋮ Large deviations and functional law for solutions of hyperbolic stochastic partial differential equations ⋮ Large deviation for stochastic volterra equation in the Besov-Orlicz space and application

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