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Volumn 6, Issue 2, 2000, Pages 339-355

Large deviations for stochastic Volterra equations

Author keywords

Large deviations; Stochastic volterra equations

Indexed keywords


EID: 0041885695     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318580     Document Type: Article
Times cited : (26)

References (15)
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    • Doss, H.1    Priouret, P.2
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    • Mayer-Wolf, E., Nualart, D. and Pérez-Abreu, V (1992) Large deviations for multiple Wiener-Ito integral processes. In J. Azéma, P.A. Meyer and M. Yor (eds), Séminaire de Probabilités XXVI, Lecture Notes in Math. 1526, pp. 11-31. Berlin: Springer-Verlag.
    • (1992) Séminaire de Probabilités XXVI, Lecture Notes in Math. , vol.1526 , pp. 11-31
    • Mayer-Wolf, E.1    Nualart, D.2    Pérez-Abreu, V.3
  • 8
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    • Large deviations for a class of anticipating stochastic differential equations
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    • (1992) Ann. Probab. , vol.20 , pp. 1902-1931
    • Millet, A.1    Nualart, D.2    Sanz-Solé, M.3
  • 9
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  • 10
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    • Priouret, P. (1982) Remarques sur les petites perturbations de systèmes dynamiques. In J. Azéma and M. Yor (eds), Séminaire de Probabilités XVI, 1980/81, Lecture Notes in Math. 921, pp. 184-200. Berlin: Springer-Verlag.
    • (1982) Séminaire de Probabilités XVI, 1980/81, Lecture Notes in Math. , vol.921 , pp. 184-200
    • Priouret, P.1
  • 11
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  • 12
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    • Large deviations for stochastic Volterra equations in the plane
    • To appear.
    • Rovira, C. and Sanz-Solé, M. (1997) Large deviations for stochastic Volterra equations in the plane. Potential Anal. To appear.
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.