El Hassan Lakhel
Large deviation for stochastic volterra equation in the Besov-Orlicz space and application
In this paper, we firstly study the regularity of solution to R
d
-valued stochastic Volterra
equation by proving that they almost surely belong to the Besov-Orlicz spaces corresponding
to the Young function M
2(t) = exp(t
2)− 1 and the modulus of continuity Secondly, we establish a large deviation principle for solution to multidimensional stochastic Volterra
equations in this space, which generalizes the result in Nualart and Rovira (2000) [16] dealing with the
uniform topology, weaker than the Besov-Orlicz One. Finally, as an application we give an example of
interest: a stochastic diŽerential equation driven by fBm .
Random Operators and Stochastic Equations, Walter de Gruyter
Print ISSN: 0926-6364
Volume: 11, 12/2003
Pages: 333 - 350
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