Moderate deviation principles for unbounded additive functionals of distribution dependent SDEs

DOI10.3934/CPAA.2021099MaRDI QIDQ2238244zbMATH OpenOpenAlexFDO

Authors Panpan Ren, Shen Wang

Publication date 1 November 2021

Published in Communications on Pure and Applied Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2101.09482

zbMATH Keywords

distribution dependent SDEsexponential equivalencemoderate deviation principle

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: By comparing the original equations with the corresponding stationary ones, the moderate deviation principle (MDP) is established for unbounded additive functionals of several different models of distribution dependent SDEs, with non-degenerate and degenerate noises.

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Cited in

(4)

• Central limit theorem and moderate deviation principle for McKean-Vlasov SDEs
• MDP for integral functionals of fast and slow processes with averaging
• Donsker-Varadhan large deviations for path-distribution dependent SPDEs
• Large and moderate deviation principles for path-distribution-dependent stochastic differential equations

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