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math.PR2020★ 1 cited
Pathwise large deviations for white noise chaos expansions
Alexandre Pannier
We consider a family of continuous processes which are measurable with respect to a white noise measure, take values in the space of continuous…
math.PR2020★ 27 cited
Large and moderate deviations for stochastic Volterra systems
Antoine Jacquier, Alexandre Pannier
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…