Large and moderate deviation principles for path-distribution-dependent stochastic differential equations

DOI10.3934/dcdss.2023015zbMath1515.60189OpenAlexW4319981852MaRDI QIDQ6107305

Yulin Song, Xinyi Gu

Publication date: 3 July 2023

Published in: Discrete and Continuous Dynamical Systems. Series S (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdss.2023015

zbMATH Keywords

weak convergence methodlarge deviation principlesmoderate deviation principlesthe fixed point theorempath-distribution-dependent SDEs

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Large deviations (60F10)

Related Items (1)

Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions

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