Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space

In this paper, we investigate the regularity of the solutions of a class of two-parameter Stochastic Volterra-type equations in the anisotropic Besov-Orlicz space modulated by the Young function [tau](t)=exp(t2)-1 and the modulus of continuity [omega](t)=(t(1+log(1/t)))1/2. Moreover, we derive in the Besov-Orlicz norm a large deviation estimate of Freidlin-Wentzell type for the solution.

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Year of publication:	1999
Authors:	Djehiche, Boualem ; Eddahbi, M'hamed
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 81.1999, 1, p. 39-72
Publisher:	Elsevier
Keywords:	Brownian sheet Besov-Orlicz norm Hyperbolic stochastic partial differential equation Large deviations Volterra equation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875064