Large deviation principle for multi-scale distribution-dependent stochastic differential equations driven by fractional Brownian motions (Q6489339): Difference between revisions

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scientific article; zbMATH DE number 7835128

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English	Large deviation principle for multi-scale distribution-dependent stochastic differential equations driven by fractional Brownian motions	scientific article; zbMATH DE number 7835128

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instance of

scholarly article

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title

Large deviation principle for multi-scale distribution-dependent stochastic differential equations driven by fractional Brownian motions (English)

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Journal of Evolution Equations

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publication date

21 April 2024

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MaRDI profile type

MaRDI publication profile

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cites work

Bismut formula for Lions derivative of distribution-path dependent SDEs

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Large deviations for interacting multiscale particle systems

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Stochastic Calculus for Fractional Brownian Motion and Applications

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A stochastic particle method for the McKean-Vlasov and the Burgers equation

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Moderate deviation principle for multiscale systems driven by fractional Brownian motion

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Typical dynamics and fluctuation analysis of slow–fast systems driven by fractional Brownian motion

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Large deviations and transitions between equilibria for stochastic Landau-Lifshitz-Gilbert equation

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Mean-field stochastic differential equations and associated PDEs

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Analysis and Approximation of Rare Events

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Large deviations for infinite dimensional stochastic dynamical systems

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Probabilistic Analysis of Mean-Field Games

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Strong well posedness of McKean-Vlasov stochastic differential equations with hölder drift

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Large deviation principles for first-order scalar conservation laws with stochastic forcing

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Large deviations for multiscale diffusion via weak convergence methods

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Distribution dependent SDEs driven by fractional Brownian motions

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Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions

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Distribution dependent SDEs driven by additive fractional Brownian motion

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McKean-Vlasov SDEs under measure dependent Lyapunov conditions

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Freidlin--Wentzell Type Large Deviation Principle for Multiscale Locally Monotone SPDEs

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Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs

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Large deviation principle for McKean-Vlasov quasilinear stochastic evolution equations

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Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs

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Distribution dependent SDEs with singular coefficients

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Q5639096

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Large deviations for multi-scale jump-diffusion processes

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Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients

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Large and moderate deviation principles for McKean-Vlasov SDEs with jumps

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Fractional Brownian Motions, Fractional Noises and Applications

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Large deviation principles of obstacle problems for quasilinear stochastic PDEs

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Weak solutions to Vlasov–McKean equations under Lyapunov-type conditions

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Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations

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Differential equations driven by fractional Brownian motion

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Freidlin-Wentzell's large deviations for stochastic evolution equations

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Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations

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Well-posedness of distribution dependent SDEs with singular drifts

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Q3141895

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Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion

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Q5607484

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Large deviation for two-time-scale stochastic burgers equation

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Central limit theorem and moderate deviation principle for McKean-Vlasov SDEs

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Q3341599

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Distribution dependent SDEs for Landau type equations

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Large deviation principle for stochastic Burgers type equation with reflection

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Integration with respect to fractal functions and stochastic calculus. I

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Identifiers

DOI

10.1007/s00028-024-00960-z

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6489339

@@ Property / cites work @@
+Bismut formula for Lions derivative of distribution-path dependent SDEs
+Normal rank
@@ Property / cites work @@
+Large deviations for interacting multiscale particle systems
+Normal rank
@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion and Applications
+Normal rank
@@ Property / cites work @@
+A stochastic particle method for the McKean-Vlasov and the Burgers equation
+Normal rank
@@ Property / cites work @@
+Moderate deviation principle for multiscale systems driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Typical dynamics and fluctuation analysis of slow–fast systems driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Large deviations and transitions between equilibria for stochastic Landau-Lifshitz-Gilbert equation
+Normal rank
@@ Property / cites work @@
+Mean-field stochastic differential equations and associated PDEs
+Normal rank
@@ Property / cites work @@
+Analysis and Approximation of Rare Events
@@ Property / cites work: Analysis and Approximation of Rare Events / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations for infinite dimensional stochastic dynamical systems
+Normal rank
@@ Property / cites work @@
+Probabilistic Analysis of Mean-Field Games
@@ Property / cites work: Probabilistic Analysis of Mean-Field Games / rank @@
+Normal rank
@@ Property / cites work @@
+Strong well posedness of McKean-Vlasov stochastic differential equations with hölder drift
+Normal rank
@@ Property / cites work @@
+Large deviation principles for first-order scalar conservation laws with stochastic forcing
+Normal rank
@@ Property / cites work @@
+Large deviations for multiscale diffusion via weak convergence methods
+Normal rank
@@ Property / cites work @@
+Distribution dependent SDEs driven by fractional Brownian motions
+Normal rank
@@ Property / cites work @@
+Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions
+Normal rank
@@ Property / cites work @@
+Distribution dependent SDEs driven by additive fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+McKean-Vlasov SDEs under measure dependent Lyapunov conditions
+Normal rank
@@ Property / cites work @@
+Freidlin--Wentzell Type Large Deviation Principle for Multiscale Locally Monotone SPDEs
+Normal rank
@@ Property / cites work @@
+Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs
+Normal rank
@@ Property / cites work @@
+Large deviation principle for McKean-Vlasov quasilinear stochastic evolution equations
+Normal rank
@@ Property / cites work @@
+Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs
+Normal rank
@@ Property / cites work @@
+Distribution dependent SDEs with singular coefficients
+Normal rank
@@ Property / cites work @@
+Q5639096
@@ Property / cites work: Q5639096 / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations for multi-scale jump-diffusion processes
+Normal rank
@@ Property / cites work @@
+Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+Large and moderate deviation principles for McKean-Vlasov SDEs with jumps
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Large deviation principles of obstacle problems for quasilinear stochastic PDEs
+Normal rank
@@ Property / cites work @@
+Weak solutions to Vlasov–McKean equations under Lyapunov-type conditions
+Normal rank
@@ Property / cites work @@
+Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations
+Normal rank
@@ Property / cites work @@
+Differential equations driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Freidlin-Wentzell's large deviations for stochastic evolution equations
+Normal rank
@@ Property / cites work @@
+Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Well-posedness of distribution dependent SDEs with singular drifts
+Normal rank
@@ Property / cites work @@
+Q3141895
@@ Property / cites work: Q3141895 / rank @@
+Normal rank
@@ Property / cites work @@
+Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
+Normal rank
@@ Property / cites work @@
+Q5607484
@@ Property / cites work: Q5607484 / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviation for two-time-scale stochastic burgers equation
+Normal rank
@@ Property / cites work @@
+Central limit theorem and moderate deviation principle for McKean-Vlasov SDEs
+Normal rank
@@ Property / cites work @@
+Q3341599
@@ Property / cites work: Q3341599 / rank @@
+Normal rank
@@ Property / cites work @@
+Distribution dependent SDEs for Landau type equations
+Normal rank
@@ Property / cites work @@
+Large deviation principle for stochastic Burgers type equation with reflection
+Normal rank
@@ Property / cites work @@
+Integration with respect to fractal functions and stochastic calculus. I
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:6489339