Large deviations for stochastic Volterra equations
| Contribuinte(s) |
Universitat de Barcelona |
|---|---|
| Data(s) |
18/04/2012
|
| Resumo |
This paper is devoted to prove a large-deviation principle for solutions to multidimensional stochastic Volterra equations. |
| Identificador | |
| Idioma(s) |
eng |
| Publicador |
Bernoulli Society for Mathematical Statistics and Probability |
| Direitos |
(c) ISI/BS, International Statistical Institute, Bernoulli Society, 2000 info:eu-repo/semantics/openAccess |
| Palavras-Chave | #Equacions integrals estocàstiques #Anàlisi estocàstica #Teoremes de límit (Teoria de probabilitats) #Stochastic integral equations #Stochastic analysis #Limit theorems (Probability theory) |
| Tipo |
info:eu-repo/semantics/article |
