Moderate deviation principle for multiscale systems driven by fractional Brownian motion
DOI10.1007/S10959-023-01235-YOpenAlexW4316662889MaRDI QIDQ6204785FDOQ6204785
Author name not available (Why is that?)
Publication date: 2 April 2024
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-023-01235-y
Large deviations (60F10) Stochastic calculus of variations and the Malliavin calculus (60H07) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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