Large deviation principle for multi-scale distribution-dependent stochastic differential equations driven by fractional Brownian motions

DOI10.1007/S00028-024-00960-ZMaRDI QIDQ6489339zbMATH OpenFDO

Authors Guangjun Shen, Huan Zhou, Jiang-Lun Wu

Publication date 21 April 2024

Published in Journal of Evolution Equations (Search for Journal in Brave)

Mathematics Subject Classification ID

Large deviations (60F10) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(5)

• Moderate deviation principle for multiscale systems driven by fractional Brownian motion
• Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions
• 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
• Stochastic averaging principle for two-time-scale SPDEs driven by fractional Brownian motion with distribution dependent coefficients

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