Large deviation principle for multi-scale distribution dependent stochastic differential equations driven by fractional Brownian motions
Probability
2023-06-12 v1
Abstract
In this paper, we are concerned with multi-scale distribution dependent stochastic differential equations driven by fractional Brownian motion (with Hurst index and standard Brownian motion, simultaneously. Our aim is to establish a large deviation principle for the multi-scale distribution dependent stochastic differential equations. This is done via the weak convergence approach and our proof is based heavily on the fractional calculus.
Keywords
Cite
@article{arxiv.2306.02047,
title = {Large deviation principle for multi-scale distribution dependent stochastic differential equations driven by fractional Brownian motions},
author = {Shen Gunagjun and Zhou Huan and Wu Jianglun},
journal= {arXiv preprint arXiv:2306.02047},
year = {2023}
}
Comments
28 pages ,0 figures. arXiv admin note: text overlap with arXiv:2112.08203 by other authors