Rate of convergence for the Smoluchowski-Kramers approximation for distribution-dependent SDEs driven by fractional Brownian motions

DOI10.1142/S0219493724500023zbMATH Open1537.6007MaRDI QIDQ6540654

Bin Pei, Qian Yu, Wei Liu

Publication date: 17 May 2024

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionMalliavin calculustotal variation distanceSmoluchowski-Kramers approximationdistribution-dependent SDE

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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