Euler schemes and large deviations for stochastic Volterra equations with singular kernels
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Publication:926862
DOI10.1016/j.jde.2008.02.019zbMath1139.60329OpenAlexW2044718944MaRDI QIDQ926862
Publication date: 21 May 2008
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jde.2008.02.019
Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Stochastic integral equations (60H20) Random integral equations (45R05)
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