Euler schemes and large deviations for stochastic Volterra equations with singular kernels (Q926862): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jde.2008.02.019 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2044718944 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3884916 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A variational representation for certain functionals of Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2772038 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations for small noise diffusions with discontinuous statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2752090 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regularity properties of some stochastic Volterra integrals with singular kernel / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic analysis of the fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4388221 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3992729 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviation for stochastic volterra equation in the Besov-Orlicz space and application / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximation schemes associated to a differential equation governed by a Hölderian function; the case of fractional Brownian motion. / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Malliavin Calculus and Related Topics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations for stochastic Volterra equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Volterra equations with anticipating coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Volterra equations driven by semimartingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3488968 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Freidlin-Wentzell's large deviations for homeomorphism flows of non-Lipschitz SDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Schilder theorem for the Brownian motion on the diffeomorphism group of the circle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5476034 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Euler-Maruyama approximations for SDEs with non-Lipschitz coefficients and applications / rank
 
Normal rank

Latest revision as of 09:31, 28 June 2024

scientific article
Language Label Description Also known as
English
Euler schemes and large deviations for stochastic Volterra equations with singular kernels
scientific article

    Statements

    Euler schemes and large deviations for stochastic Volterra equations with singular kernels (English)
    0 references
    0 references
    21 May 2008
    0 references
    stochastic Volterra equation
    0 references
    large deviation
    0 references
    Euler scheme
    0 references
    fractional Brownian motion
    0 references

    Identifiers