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Moderate Deviation Principles for Unbounded Additive Functionals of Distribution Dependent SDEs

Published 23 Jan 2021 in math.PR | (2101.09482v1)

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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