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

DOI10.1007/S00245-024-10159-WMaRDI QIDQ6589693zbMATHFDO

Authors Xiaoyu Yang, Yuzuru Inahama, Yong Xu

Publication date 20 August 2024

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

zbMATH Keywords

fractional Brownian motionmoderate deviationweak convergence methodtwo-time scale system

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

(2)

• Moderate deviation principle for multiscale systems driven by fractional Brownian motion
• Almost sure averaging for evolution equations driven by fractional Brownian motions

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