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

DOI10.1016/j.jde.2008.02.019zbMath1139.60329MaRDI QIDQ926862

Xicheng Zhang

Publication date: 21 May 2008

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jde.2008.02.019

zbMATH Keywords

fractional Brownian motion; large deviation; stochastic Volterra equation; Euler scheme

Mathematics Subject Classification ID

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

60H20: Stochastic integral equations

45R05: Random integral equations

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