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Potential Analysis
Volumn 12, Issue 4, 2000, Pages 359-383
Large Deviations for Stochastic Volterra Equations in the Plane
Author keywords

Large deviations; Martingale inequalities; Stochastic differential equations; Stochastic partial differential equations
Indexed keywords

EID: 0034373760     PISSN: 09262601     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1008662409325     Document Type: Article
Times cited : (9)
References (11)
  • 1
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    • Springer-Verlag
    • Azencott, R.: Grandes déviations et applications; École d'été de Probabilités de Saint-Flour VIII, 1978. Lect. Notes. Math. 779 1-176. Springer-Verlag, 1980.
    • (1980) Lect. Notes. Math. , vol.779 , pp. 1-176
    • Azencott, R.1
  • 2
    • 0009095592 scopus 로고
    • Stochastic integrals in the plane
    • Cairoli, R. and Walsh, J.B.: Stochastic integrals in the plane. Acta Math. 134 (1975), 111-183.
    • (1975) Acta Math. , vol.134 , pp. 111-183
    • Cairoli, R.1    Walsh, J.B.2
  • 3
    • 0011040823 scopus 로고
    • Estimations des grandes déviations pour les processus de diffusion à paramètre multidimensionnel. Séminaire de Probabilités XX
    • Springer-Verlag
    • Doss, H. and Dozzi, M.: Estimations des grandes déviations pour les processus de diffusion à paramètre multidimensionnel. Séminaire de Probabilités XX. Lect. Notes Math. 1204 68-79. Springer-Verlag, 1986.
    • (1986) Lect. Notes Math. , vol.1204 , pp. 68-79
    • Doss, H.1    Dozzi, M.2
  • 4
    • 0000497486 scopus 로고
    • Petites perturbations des systèmes dynamiques avec reflexion. Séminaire de Probabilités XVII
    • Springer-Verlag
    • Doss, H. and Priouret, P.: Petites perturbations des systèmes dynamiques avec reflexion. Séminaire de Probabilités XVII. Lect. Notes Math. 986, 353-370. Springer-Verlag, 1983.
    • (1983) Lect. Notes Math. , vol.986 , pp. 353-370
    • Doss, H.1    Priouret, P.2
  • 5
    • 0041381665 scopus 로고
    • Thèse de Doctorat d'Etat. Sci. Math. Univ. de Paris-Sud Orsay
    • +, Thèse de Doctorat d'Etat. Sci. Math. Univ. de Paris-Sud (Orsay, 1980).
    • (1980) +
    • Guyon, X.1    Prum, B.2
  • 6
    • 0039586143 scopus 로고
    • Limit results for two stochastic partial differential equations
    • Mueller, C.: Limit results for two stochastic partial differential equations. Stochastics and Stochastics Reports 37 (1991), 175-199.
    • (1991) Stochastics and Stochastics Reports , vol.37 , pp. 175-199
    • Mueller, C.1
  • 7
    • 0000535958 scopus 로고
    • Large deviations for a class of anticipating stochastic differential equations
    • Millet, A., Nualart, D. and Sanz-Solé, M.: Large deviations for a class of anticipating stochastic differential equations. Annals of Probability 20 (1992), 1902-1931.
    • (1992) Annals of Probability , vol.20 , pp. 1902-1931
    • Millet, A.1    Nualart, D.2    Sanz-Solé, M.3
  • 9
    • 21444439436 scopus 로고    scopus 로고
    • The law of the solution to a nonlinear hyperbolic SPDE
    • Rovira, C. and Sanz-Solé, M.: The law of the solution to a nonlinear hyperbolic SPDE. Journal of Theoretical Probability, vol. 9(4) (1996), 863-901.
    • (1996) Journal of Theoretical Probability , vol.9 , Issue.4 , pp. 863-901
    • Rovira, C.1    Sanz-Solé, M.2
  • 10
    • 0001835257 scopus 로고
    • Large deviations for a reaction-diffusion equation with non-gaussian perturbations
    • Sowers, R.B.: Large deviations for a reaction-diffusion equation with non-gaussian perturbations. Annals of Probability 20 (1992), 504-537.
    • (1992) Annals of Probability , vol.20 , pp. 504-537
    • Sowers, R.B.1
  • 11
    • 0000216024 scopus 로고
    • Weak martingales and stochastic integrals in the plane
    • Wong, E. and Zakai, M.: Weak martingales and stochastic integrals in the plane. Annals of Probability 4 (1974), 570-586.
    • (1974) Annals of Probability , vol.4 , pp. 570-586
    • Wong, E.1    Zakai, M.2

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.