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

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

Xicheng Zhang2008

OA

Articlebronze2008

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

108 citations·0/0 files stored·Journal of Differential Equations

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Numerical methods for differential equations

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1983Stochastic Differential Equations and Diffusion Processes 2006The Malliavin Calculus and Related Topics 1999Stochastic Analysis of the Fractional Brownian Motion 1998A variational representation for certain functionals of Brownian motion

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2014Large deviations for neutral functional SDEs with jumps 2022Large and moderate deviations for stochastic Volterra systems 2018Large Deviation Principle for Volterra Type Fractional Stochastic Volatility Models

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Year2008

Typearticle

Published2008-03-21

VenueJournal of Differential Equations

ISSN-L0022-0396

Languageen

Citations108

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.jde.2008.02.019

openalex_workW2044718944

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