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

DOI10.1007/S00028-024-00960-ZMaRDI QIDQ6489339FDOQ6489339

Authors: Guangjun Shen, Huan Zhou, Jiang-Lun Wu 

Publication date: 21 April 2024

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

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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 (4)

• Moderate deviation principle for multiscale systems driven by fractional Brownian motion
• Stochastic averaging principle for two-time-scale SPDEs driven by fractional Brownian motion with distribution dependent coefficients
• Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions
• A large deviation principle for nonlinear stochastic wave equation driven by rough noise

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