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

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