Moderate Deviation Principles for Unbounded Additive Functionals of Distribution Dependent SDEs

Panpan Ren; Shen Wang

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arXiv · 2101.09482

Moderate Deviation Principles for Unbounded Additive Functionals of Distribution Dependent SDEs

Panpan Ren·Shen Wang

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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.

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Panpan Ren, Shen Wang. 2021-01-23. Moderate Deviation Principles for Unbounded Additive Functionals of Distribution Dependent SDEs. https://arxiv.org/abs/2101.09482

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