Euler schemes and large deviations for stochastic Volterra equations with singular kernels

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Stochastic Volterra Equations in Banach Spaces and Stochastic Partial Differential Equations (2008, methodology): “In particular, the kernels in [82] may deal with the fractional Brownian motion kernels as well as the fractional order integral kernels.”
Large Deviations for Stochastic Partial Differential Equations Driven by a Poisson Random Measure (2012, methodology): “In recent years an approach based on certain variational representation formulas for moments of nonnegative functionals of Brownian motions [7] has been increasingly used for the study of the small noise large deviation problem for Brownian motion driven infinite dimensional systems [2, 7, 8, 10, 13”
Variational representations for continuous time processes (2011, methodology): “For example, Brownian motion representations have been used by [1, 6, 7, 8, 10, 11, 18, 19, 21, 22, 24, 25, 26, 29, 30] in the large deviation analysis of solutions to SPDEs in the small noise limit, and recently in [5] for interacting particle limits.”
Large deviations for neutral functional SDEs with jumps (2015, background): “Röckner and Zhang [24] obtained large deviation results for a class of infinite-dimensional Ornstein–Uhlenbeck type processes with jumps.”