Moderate Deviations for Two-Time Scale Systems with Mixed Fractional Brownian Motion

Author:

Yang Xiaoyu,Inahama Yuzuru,Xu YongORCID

Funder

The NSF of CHINA

Cooperative Research Projects of the NSF of China

JSPS KAKENHI

Publisher

Springer Science and Business Media LLC

Reference34 articles.

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3. Amosova, N.: On the probabilities of moderate deviations for sums of independent random variables. Teor. Veroyatnostei Primen. 24(4), 858–865 (1979)

4. Boué, M., Dupuis, P.: A variational representation for certain functionals of Brownian motion. Ann. Probab. 26(4), 1641–1659 (1998)

5. Budhiraja, A., Dupuis, P., Maroulas, V.: Variational representations for continuous time processes. Ann. l’Inst. Henri Poincaré & Probab. Stat. 47(3), 725–747 (2011)

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1. Moderate deviations for rough differential equations;Bulletin of the London Mathematical Society;2024-05-29

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