Euler schemes and large deviations for stochastic Volterra equations with singular kernels
type: Item
instance of: scholarly article
title: Euler schemes and large deviations for stochastic Volterra equations with singular kernels
zbMATH Open document ID: 1139.60329
author: Xicheng Zhang
published in: Journal of Differential Equations
publication date: 2008-05-21T00:00:00Z
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 60H20
Mathematics Subject Classification ID: 45R05
zbMATH DE Number: 5277634
zbMATH Keywords: stochastic Volterra equation
zbMATH Keywords: large deviation
zbMATH Keywords: Euler scheme
zbMATH Keywords: fractional Brownian motion
MaRDI profile type: Publication
full work available at URL: j.jde.2008.02.019
OpenAlex ID: W2044718944
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DOI: 10.1016/J.JDE.2008.02.019
description: scientific article; zbMATH DE number 5277634