Moderate Deviation Principles for Unbounded Additive Functionals of Distribution Dependent SDEs

2021/01/23 by Panpan Ren, Shen Wang, Ren, Panpan +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Statistical Distribution Estimation and Applications #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.2101.09482

openalex publication_date 2021/01/23 · openalex created_date 2021/02/01 · openalex updated_date 2026/07/28

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.

Citations

• Distribution dependent SDEs for Landau type equations

Cited by

• The LDP of McKean-Vlasov stochastic differential equations with Hölder continuous conditions and integrable conditions

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