Pathwise asymptotics for Volterra processes conditioned to a noisy version of the Brownian motion
In this paper we investigate a problem of large deviations for continuous Volterra processes under the influence of model disturbances. More precisely, we study the behavior, in the near future after T, of a Volterra process driven by a Brownian motion in a case where the Brownian motion is not dire...
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| Format: | Article |
| Language: | English |
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VTeX
2020-02-01
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| Series: | Modern Stochastics: Theory and Applications |
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| Online Access: | https://www.vmsta.org/doi/10.15559/20-VMSTA149 |