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

Journal of Differential Equations

Volumn 244, Issue 9, 2008, Pages 2226-2250

  Zhang, Xicheng ^a  

^a HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

Author keywords

Euler scheme; Fractional Brownian motion; Large deviation; Stochastic Volterra equation

Indexed keywords

EID: 41149145034     PISSN: 00220396     EISSN: 10902732     Source Type: Journal    
DOI: 10.1016/j.jde.2008.02.019     Document Type: Article

References (23)

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