Large deviation for slow-fast McKean-Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions
DOI10.1142/S0219493724500448MaRDI QIDQ6665578
Hao Wu, Junhao Hu, Chenggui Yuan
Publication date: 17 January 2025
Published in: Stochastics and Dynamics (Search for Journal in Brave)
fractional Brownian motionBrownian motionlarge deviations principleMcKean-Vlasov stochastic differential equations
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Large deviations (60F10)
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