An estimation of Fisher information bound for distribution-dependent SDEs driven by fractional Brownian motion with small noise

Tongxuan Liu; Qian Yu

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arXiv · 2501.03613

An estimation of Fisher information bound for distribution-dependent SDEs driven by fractional Brownian motion with small noise

Tongxuan Liu·Qian Yu

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Abstract

In this paper, we consider the distribution-dependent SDE driven by fractional Brownian motion with small noise and study the rate of Fisher information convergence in the central limit theorem for the solution of SDE, then we show that the convergence rate is of optimal order.

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Tongxuan Liu, Qian Yu. 2025-01-07. An estimation of Fisher information bound for distribution-dependent SDEs driven by fractional Brownian motion with small noise. https://arxiv.org/abs/2501.03613

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