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Central limit theorem for slow-fast system under mixed fractional Brownian motion
Xiaoyu Yang, Yong Xu
This work considers a type of slow-fast system, where the slow component is driven by fractional Brownian motion (FBM) with \(H > 1/2\) and the fast component is a Markovian statio…
Large and moderate deviation for rough slow-fast system with level 3 geometric rough path
Xiaoyu Yang, Yong Xu
This work is to give the large deviation principle (LDP) and moderate deviation principle (MDP) for a slow-fast system driven by the mixed fractional Brownian motion (FBM) (1/4,1/3…
Large deviation principle for slow-fast systems with infinite-dimensional mixed fractional Brownian motion
Wenting Xu, Yong Xu, Xiaoyu Yang +1
This work is concerned with the large deviation principle for a family of slow-fast systems perturbed by infinite-dimensional mixed fractional Brownian motion with Hurst parameter…
Large deviation principle for slow-fast rough differential equations via controlled rough paths
Xiaoyu Yang, Yong Xu
We prove a large deviation principle for the slow-fast rough differential equations under the controlled rough path framework. The driver rough paths are lifted from the mixed frac…
Large deviation principle for a two-time-scale McKean-Vlasov model with jumps
Xiaoyu Yang, Yong Xu
This work focus on the large deviation principle for a two-time scale McKean-Vlasov system with jumps. Based on the variational framework of the McKean-Vlasov system with jumps, it…