Euler schemes and large deviations for stochastic Volterra equations with singular kernels (Q926862): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| 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 | |||
Revision as of 02:01, 20 March 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
21 May 2008
0 references
stochastic Volterra equation
0 references
large deviation
0 references
Euler scheme
0 references
fractional Brownian motion
0 references
