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- W2044718944 abstract "In this paper, an Euler type approximation is constructed for stochastic Volterra equation with singular kernels, which provides an algorithm for numerical calculation. Then, the large deviation estimates of small perturbation to equations of this type are obtained. We finally apply them to SDEs with the kernel of fractional Brownian motion with Hurst parameter H∈(0,1)." @default.
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- W2044718944 date "2008-05-01" @default.
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- W2044718944 title "Euler schemes and large deviations for stochastic Volterra equations with singular kernels" @default.
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- W2044718944 doi "https://doi.org/10.1016/j.jde.2008.02.019" @default.
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