Moderate deviations for two-time scale systems with mixed fractional Brownian motion

DOI10.1007/S00245-024-10159-WMaRDI QIDQ6589693zbMATH OpenFDO

Authors Xiaoyu Yang, Yuzuru Inahama, Yong Xu

Publication date 20 August 2024

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00245-024-10159-W

zbMATH Keywords

fractional Brownian motionmoderate deviationtwo-time scale systemweak convergence method

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
• Almost sure averaging for evolution equations driven by fractional Brownian motions
• Large deviation principle for slow-fast systems with infinite-dimensional mixed fractional Brownian motion
• Large deviation principle for stochastic slow-fast system with nonlinear multiplicative fractional Brownian motion

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