Moderate deviations for two-time scale systems with mixed fractional Brownian motion
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Publication:6589693
DOI10.1007/s00245-024-10159-wzbMATH Open1546.60075MaRDI QIDQ6589693
Yuzuru Inahama, Yong Xu, Xiaoyu Yang
Publication date: 20 August 2024
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10)
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