Large deviation principle for multi-scale distribution-dependent stochastic differential equations driven by fractional Brownian motions
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- Large deviation principle for stochastic Burgers type equation with reflection Large deviation principle for stochastic Burgers type equation with reflection
- Large deviation principles for first-order scalar conservation laws with stochastic forcing Large deviation principles for first-order scalar conservation laws with stochastic forcing
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- McKean-Vlasov SDEs under measure dependent Lyapunov conditions McKean-Vlasov SDEs under measure dependent Lyapunov conditions
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- Moderate deviation principle for multiscale systems driven by fractional Brownian motion Moderate deviation principle for multiscale systems driven by fractional Brownian motion
- Probabilistic analysis of mean-field games Probabilistic analysis of mean-field games
- Stochastic Calculus for Fractional Brownian Motion and Applications Stochastic Calculus for Fractional Brownian Motion and Applications
- Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations
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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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