Title of article
Large deviations for a stochastic Volterra-type equation in the Besov–Orlicz space
Author/Authors
Djehiche، نويسنده , , Boualem and Eddahbi، نويسنده , , Mʹhamed، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1999
Pages
34
From page
39
To page
72
Abstract
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 Bτ,ω0 modulated by the Young function τ(t)=exp(t2)−1 and the modulus of continuity ω(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.
Keywords
Brownian sheet , Besov–Orlicz norm , Large deviations , Hyperbolic stochastic partial differential equation , Volterra equation
Journal title
Stochastic Processes and their Applications
Serial Year
1999
Journal title
Stochastic Processes and their Applications
Record number
1576417
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