Large deviation for stochastic volterra equation in the Besov-Orlicz space and application

DOI10.1515/156939703771891860zbMath1088.60072OpenAlexW4234189948MaRDI QIDQ5467634

El Hassan Lakhel

Publication date: 24 May 2006

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/156939703771891860

zbMATH Keywords

diffusion processYoung function

Mathematics Subject Classification ID

Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Large deviations (60F10) Stochastic integral equations (60H20)

Related Items (3)

Stochastic Volterra equations in Banach spaces and stochastic partial differential equation ⋮ Euler schemes and large deviations for stochastic Volterra equations with singular kernels ⋮ A moderate deviation principle for stochastic Volterra equation

Cites Work

• Unnamed Item
• Stochastic analysis of the fractional Brownian motion
• Large deviations for stochastic Volterra equations
• Large deviations for stochastic Volterra equations in the plane
• Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space
• Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
• Régularité de processus gaussiens
• Quelques espaces fonctionnels associés à des processus gaussiens

This page was built for publication: Large deviation for stochastic volterra equation in the Besov-Orlicz space and application