Moderate Deviation Principles for Unbounded Additive Functionals of Distribution Dependent SDEs
Probability
2021-01-26 v1
Abstract
By comparing the original equations with the corresponding stationary ones, the moderate deviation principle (MDP) is established for unbounded additive functionals of several different models of distribution dependent SDEs, with non-degenerate and degenerate noises.
Cite
@article{arxiv.2101.09482,
title = {Moderate Deviation Principles for Unbounded Additive Functionals of Distribution Dependent SDEs},
author = {Panpan Ren and Shen Wang},
journal= {arXiv preprint arXiv:2101.09482},
year = {2021}
}
Comments
16 pages