Euler schemes and large deviations for stochastic Volterra equations with singular kernels-Reference-Cited by-同舟云学术

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Euler schemes and large deviations for stochastic Volterra equations with singular kernels

Published:2008-05 Issue:9 Volume:244 Page:2226-2250
ISSN:0022-0396
Container-title:Journal of Differential Equations
language:en
Short-container-title:Journal of Differential Equations

Author:

Zhang Xicheng

Publisher

Elsevier BV

Subject

Analysis,Applied Mathematics

Reference23 articles.

1. Volterra equations with Itô integrals, I and II;Berger;J. Integral Equations,1980

2. A variational representation for certain functionals of Brownian motion;Boué;Ann. Probab.,1998

3. A variational representation for positive functionals of infinite dimensional Brownian motion;Budhiraja;Probab. Math. Statist.,2000

4. Large deviations for small noise diffusions with discontinuous statistics;Boué;Probab. Theory Related Fields,2000

5. Stochastic Volterra equations with singular kernels;Coutin,2001

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