Moderate deviation principles for unbounded additive functionals of distribution dependent SDES

Panpan REN, Shen WANG*

*Corresponding author for this work

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

Abstract

By comparing the original equations with the corresponding stationary ones, the moderate deviation principle (MDP) is established for unbounded additive functionals of several different models of distribution dependent SDEs, with non-degenerate and degenerate noises.
Original languageEnglish
Pages (from-to)3129–3142
JournalCommunications on Pure and Applied Analysis
Volume20
Issue number9
Online publishedJun 2021
DOIs
Publication statusPublished - Sept 2021

Research Keywords

  • Distribution dependent SDEs
  • Exponential equivalence
  • Moderate deviation principle

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