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

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References

1983Stochastic Differential Equations and Diffusion Processes3,836 cited
2006The Malliavin Calculus and Related Topics2,470 cited
1999Stochastic Analysis of the Fractional Brownian Motion744 cited
1998A variational representation for certain functionals of Brownian motion270 cited

Cited by

2014Large deviations for neutral functional SDEs with jumps44 cited
2022Large and moderate deviations for stochastic Volterra systems28 cited
2018Large Deviation Principle for Volterra Type Fractional Stochastic Volatility Models28 cited
2020Lévy-driven stochastic Volterra integral equations with doubly singular kernels: existence, uniqueness, and a fast EM method22 cited

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