Large deviation principle for multi-scale distribution-dependent stochastic differential equations driven by fractional Brownian motions
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Publication:6489339
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)
Large deviations (60F10) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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