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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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 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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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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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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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

Mathematics Subject Classification ID

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10.1007/S00028-024-00960-Z

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Mathematics(1 entry)

mardi Publication:6489339

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+.1007/S00028-024-00960-Z
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