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 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.