Moderate deviation principle for multiscale systems driven by fractional Brownian motion

DOI10.1007/s10959-023-01235-yOpenAlexW4316662889MaRDI QIDQ6204785

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Publication date: 2 April 2024

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-023-01235-y

zbMATH Keywords

fractional Brownian motionmoderate deviationssmall noisemultiscale processes

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Stochastic calculus of variations and the Malliavin calculus (60H07)

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