Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions

DOI10.1016/J.SPA.2023.07.015zbMath1525.60071arXiv2207.01525OpenAlexW4385322463MaRDI QIDQ6048982

Xiliang Fan, Chenggui Yuan, Ting Yu

Publication date: 15 September 2023

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.01525

zbMATH Keywords

fractional Brownian motioncentral limit theoremlarge deviation principlemoderate deviation principledistribution dependent SDE

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (4)

A large deviation principle for nonlinear stochastic wave equation driven by rough noise ⋮ Large deviation for slow-fast McKean-Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions ⋮ Large deviation principle for multi-scale distribution-dependent stochastic differential equations driven by fractional Brownian motions ⋮ Moderate deviations for rough differential equations

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