论文标题
随机Volterra系统的大偏差和中等偏差
Large and moderate deviations for stochastic Volterra systems
论文作者
论文摘要
我们为一类带有奇异内核的多维随机伏特拉方程的通路大小偏差原理提供了统一的处理，不一定是卷积形式。我们的方法是基于Budhijara，Dupuis和Ellis的弱收敛方法。我们特别展示了该框架如何包含数学金融中使用的大多数粗糙波动率模型，并概括了文献中的许多最新结果。
We provide a unified treatment of pathwise Large and Moderate deviations principles for a general class of multidimensional stochastic Volterra equations with singular kernels, not necessarily of convolution form. Our methodology is based on the weak convergence approach by Budhijara, Dupuis and Ellis. We show in particular how this framework encompasses most rough volatility models used in mathematical finance and generalises many recent results in the literature.
