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Property / author: Yu-meng Li / rank
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Property / author: Yu-meng Li / rank
 
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Property / Mathematics Subject Classification ID: 60G22 / rank
 
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Property / zbMATH DE Number: 6675238 / rank
 
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stochastic Volterra equations
Property / zbMATH Keywords: stochastic Volterra equations / rank
 
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moderate deviation principle
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weak convergence method
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stochastic differential equation
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fractional Brownian motion
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Property / full work available at URL: https://doi.org/10.1016/j.spl.2016.10.033 / rank
 
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Property / OpenAlex ID: W2555701452 / rank
 
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Property / cites work: Q2772038 / rank
 
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Latest revision as of 08:04, 13 July 2024

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A moderate deviation principle for stochastic Volterra equation
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    A moderate deviation principle for stochastic Volterra equation (English)
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    16 January 2017
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    stochastic Volterra equations
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    moderate deviation principle
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    weak convergence method
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    stochastic differential equation
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    fractional Brownian motion
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