An estimation of Fisher information bound for distribution-dependent SDEs driven by fractional Brownian motion with small noise
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2025
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| _version_ | 1866913639028490240 |
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| author | Liu, Tongxuan Yu, Qian |
| author_facet | Liu, Tongxuan Yu, Qian |
| contents | In this paper, we consider the distribution-dependent SDE driven by fractional Brownian motion with small noise and study the rate of Fisher information convergence in the central limit theorem for the solution of SDE, then we show that the convergence rate is of optimal order. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2501_03613 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | An estimation of Fisher information bound for distribution-dependent SDEs driven by fractional Brownian motion with small noise Liu, Tongxuan Yu, Qian Probability In this paper, we consider the distribution-dependent SDE driven by fractional Brownian motion with small noise and study the rate of Fisher information convergence in the central limit theorem for the solution of SDE, then we show that the convergence rate is of optimal order. |
| title | An estimation of Fisher information bound for distribution-dependent SDEs driven by fractional Brownian motion with small noise |
| topic | Probability |
| url | https://arxiv.org/abs/2501.03613 |