Large deviations for stochastic Volterra equations in the plane

Citation
C. Rovira et M. Sanz-sole, Large deviations for stochastic Volterra equations in the plane, POTENT ANAL, 12(4), 2000, pp. 359-383
Citations number
11
Categorie Soggetti
Mathematics
Journal title
POTENTIAL ANALYSIS
ISSN journal
09262601 → ACNP
Volume
12
Issue
4
Year of publication
2000
Pages
359 - 383
Database
ISI
SICI code
0926-2601(200006)12:4<359:LDFSVE>2.0.ZU;2-D
Abstract
We prove a Large Deviation Principle for the family of solutions of Volterr a equations in the plane obtained by perturbation of the driving white nois e. One of the motivations for the study of such class of equations is provi ded by non-linear hyperbolic stochastic partial differential equations appe aring in the construction of some path-valued processes on manifolds. The p roof uses the method developped by Azencott for diffusion processes. The ma in ingredients are exponential inequalities for different classes of two-pa rameter stochastic integrals; these integrals are related to the representa tion of the stochastic term in the differential equation as a representable semimatringale.