Large deviations of multiscale multivalued McKean-Vlasov stochastic systems
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arXiv
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| Format: | Preprint |
| Published: |
2023
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| _version_ | 1866914059473911808 |
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| author | Qiao, Huijie |
| author_facet | Qiao, Huijie |
| contents | This work concerns about multiscale multivalued McKean-Vlasov stochastic systems. First of all, we use a contractive mapping principle to establish the well-posedness for fully coupled multivalued McKean-Vlasov stochastic systems under non-Lipschitz conditions. Then for multiscale multivalued McKean-Vlasov stochastic systems with small noises, we prove a large deviation principle by a weak convergence approach. As a by-product, two averaging principles are obtained. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2307_14561 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Large deviations of multiscale multivalued McKean-Vlasov stochastic systems Qiao, Huijie Probability 60H10, 60F10, 60F15 This work concerns about multiscale multivalued McKean-Vlasov stochastic systems. First of all, we use a contractive mapping principle to establish the well-posedness for fully coupled multivalued McKean-Vlasov stochastic systems under non-Lipschitz conditions. Then for multiscale multivalued McKean-Vlasov stochastic systems with small noises, we prove a large deviation principle by a weak convergence approach. As a by-product, two averaging principles are obtained. |
| title | Large deviations of multiscale multivalued McKean-Vlasov stochastic systems |
| topic | Probability 60H10, 60F10, 60F15 |
| url | https://arxiv.org/abs/2307.14561 |