期刊
STATISTICS & PROBABILITY LETTERS
卷 122, 期 -, 页码 79-85出版社
ELSEVIER SCIENCE BV
DOI: 10.1016/j.spl.2016.10.033
关键词
Stochastic Volterra equations; Moderate deviation principle; Weak convergence method
资金
- Natural Science Foundation of China [11471304, 11401556, 11301498, 11431014, 11671076, 11101313, 113713283]
In this paper, we establish a moderate deviation principle for stochastic Volterra equation by using the weak convergence approach. A maximal inequality for stochastic integral plays an important role. As an application, we give an interesting example: a stochastic differential equation driven by fractional Brownian motion. (C) 2016 Elsevier B.V. All rights reserved.
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