A moderate deviation principle for stochastic Volterra equation

DOI10.1016/j.spl.2016.10.033zbMath1356.60107OpenAlexW2555701452MaRDI QIDQ504460

Ran Wang, Nian Yao, Shuguang Zhang, Yu-meng Li

Publication date: 16 January 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.10.033

zbMATH Keywords

stochastic differential equationfractional Brownian motionmoderate deviation principleweak convergence methodstochastic Volterra equations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Stochastic integrals (60H05) Stochastic integral equations (60H20)

Related Items (10)

Large deviation principle for the mean reflected stochastic differential equation with jumps ⋮ Moderate deviations for stochastic Kuramoto–Sivashinsky equation ⋮ Large and moderate deviations for stochastic Volterra systems ⋮ Central limit theorem and moderate deviations for a class of semilinear stochastic partial differential equations ⋮ Moderate deviations for stochastic tidal dynamics equations with multiplicative Gaussian noise ⋮ Moderate deviation principle for the 2D stochastic convective Brinkman–Forchheimer equations ⋮ The moderate deviation principle for minimizers of convex processes ⋮ Unnamed Item ⋮ Large deviations for fractional volatility models with non-Gaussian volatility driver ⋮ Central limit theorem and moderate deviation principle for McKean-Vlasov SDEs

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