Rate of convergence for the Smoluchowski-Kramers approximation for distribution-dependent SDEs driven by fractional Brownian motions

DOI10.1142/S0219493724500023zbMATH Open1537.6007MaRDI QIDQ6540654FDOQ6540654

Authors Wei Liu, Bin Pei, Qian Yu

Publication date 17 May 2024

Published in Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

Malliavin calculusfractional Brownian motiontotal variation distanceSmoluchowski-Kramers approximationdistribution-dependent SDE

Mathematics Subject Classification ID

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

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Cited in

(2)

• Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions
• Distribution dependent SDEs driven by additive fractional Brownian motion

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