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Large deviation principle for multi-scale distribution dependent stochastic differential equations driven by fractional Brownian motions

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arxiv 2306.02047 v1 pith:PX7WBH5B submitted 2023-06-03 math.PR

Shen Gunagjun , Zhou Huan , Wu Jianglun This is my paper · ORCID
classification math.PR
keywords browniandependentdifferentialdistributionequationsfractionalmulti-scalestochastic
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abstract

In this paper, we are concerned with multi-scale distribution dependent stochastic differential equations driven by fractional Brownian motion (with Hurst index $H>\frac12$ and standard Brownian motion, simultaneously. Our aim is to establish a large deviation principle for the multi-scale distribution dependent stochastic differential equations. This is done via the weak convergence approach and our proof is based heavily on the fractional calculus.

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