Large deviation principle for multi-scale distribution-dependent stochastic differential equations driven by fractional Brownian motions
Author:
Funder
the National Natural Science Foundation of China
UIC Start-up Research Fund
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s00028-024-00960-z.pdf
Reference50 articles.
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3. Z. Bezemek and K. Spiliopoulos. Large deviations for interacting multiscale particle systems. Stochastic Process. Appl. 155, 27-108 (2023)
4. F. Biagini, Y. Hu, B. Øksendal and T. Zhang. Stochastic calculus for fBm and applications. Springer, (2008)
5. M. Bossy and D. Talay. A stochastic particle method for the McKean-Vlasov and the Burgers equation. Math. Comp. 66, 157-192 (1997)
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