Large deviations for stochastic Volterra equations

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Title:	Large deviations for stochastic Volterra equations
Author:	Nualart, David, 1951-; Rovira Escofet, Carles
Other authors:	Universitat de Barcelona
Abstract:	This paper is devoted to prove a large-deviation principle for solutions to multidimensional stochastic Volterra equations.
Subject(s):	-Equacions integrals estocàstiques -Anàlisi estocàstica -Teoremes de límit (Teoria de probabilitats) -Stochastic integral equations -Stochastic analysis -Limit theorems (Probability theory)
Rights:	(c) ISI/BS, International Statistical Institute, Bernoulli Society, 2000
Document type:	Article Article - Published version
Published by:	Bernoulli Society for Mathematical Statistics and Probability
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