Open AccessModerate deviation principles for unbounded additive functionals of distribution dependent SDEs
Author(s) -
Panpan Ren,
Shen Wang
Publication year - 2021
Publication title -
communications on pure and applied analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.077
H-Index - 42
eISSN - 1553-5258
pISSN - 1534-0392
DOI - 10.3934/cpaa.2021099
Subject(s) - degenerate energy levels , distribution (mathematics) , mathematics , large deviations theory , mathematical analysis , stationary distribution , statistical physics , physics , statistics , quantum mechanics , markov chain
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.