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

Boualem Djehiche and M'hamed Eddahbi

Stochastic Processes and their Applications, 1999, vol. 81, issue 1, 39-72

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 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.

Keywords: Brownian; sheet; Besov-Orlicz; norm; Hyperbolic; stochastic; partial; differential; equation; Large; deviations; Volterra; equation (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (1)

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