Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions
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Publication:6048982
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
fractional Brownian motioncentral limit theoremlarge deviation principlemoderate deviation principledistribution dependent SDE
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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