Moderate deviation principles for unbounded additive functionals of distribution dependent SDEs

Panpan Ren; Shen Wang

doi:10.3934/cpaa.2021099

Article Contents

2021, Volume 20, Issue 9: 3129-3142. Doi: 10.3934/cpaa.2021099

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Moderate deviation principles for unbounded additive functionals of distribution dependent SDEs

Panpan Ren^1, and
Shen Wang^2, ,

1.
Mathematic Department, City University of Hong Kong, Hong Kong, China
2.
Center for Applied Mathematics, Tianjin University, Tianjin, 300072, China

^* Corresponding author
^* Corresponding author

Received: December 31, 2020

Revised: April 30, 2021

Early access: June 2021

Published: September 2021

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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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Mathematics Subject Classification: Primary: 60H10, 60H15.

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References

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