Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space

Abstract

In this paper, we investigate the regularity of the solutions of a class of two-parameter Stochastic Volterra-type equations in the anisotropic Besov-Orlicz space modulated by the Young function [tau](t)=exp(t2)-1 and the modulus of continuity [omega](t)=(t(1+log(1/t)))1/2. Moreover, we derive in the Besov-Orlicz norm a large deviation estimate of Freidlin-Wentzell type for the solution.Brownian sheet Besov-Orlicz norm Hyperbolic stochastic partial differential equation Large deviations Volterra equation