[HTML][HTML] Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions
X Fan, T Yu, C Yuan - Stochastic Processes and their Applications, 2023 - Elsevier
In this paper, we study small-noise asymptotic behaviors for a class of distribution
dependent stochastic differential equations driven by fractional Brownian motions with Hurst …
dependent stochastic differential equations driven by fractional Brownian motions with Hurst …
Sample path moderate deviations for shot noise processes in the high intensity regime
SR Anugu, G Pang - Stochastic Processes and their Applications, 2024 - Elsevier
We study the sample-path moderate deviation principle (MDP) for shot noise processes in
the high intensity regime. The shot noise processes have a renewal arrival process, non …
the high intensity regime. The shot noise processes have a renewal arrival process, non …
Moderate deviations for two-time scale systems with mixed fractional Brownian motion
This work focuses on moderate deviations for two-time scale systems with mixed fractional
Brownian motion. Our proof uses the weak convergence method which is based on the …
Brownian motion. Our proof uses the weak convergence method which is based on the …
Large deviation principle for multi-scale distribution-dependent stochastic differential equations driven by fractional Brownian motions
G Shen, H Zhou, JL Wu - Journal of Evolution Equations, 2024 - Springer
In this paper, we are concerned with multi-scale distribution-dependent stochastic
differential equations driven by fractional Brownian motion (with Hurst index H> 1 2) and …
differential equations driven by fractional Brownian motion (with Hurst index H> 1 2) and …
Moderate deviations for rough differential equations
Small noise problems are quite important for all types of stochastic differential equations. In
this paper, we focus on rough differential equations driven by scaled fractional Brownian …
this paper, we focus on rough differential equations driven by scaled fractional Brownian …