Asymptotic behaviors for Volterra type McKean-Vlasov stochastic integral equations with small noise
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arXiv
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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2024
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| _version_ | 1866910643539410944 |
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| author | Liu, Shanqi Hu, Yaozhong Gao, Hongjun |
| author_facet | Liu, Shanqi Hu, Yaozhong Gao, Hongjun |
| contents | This work is devoted to studying asymptotic behaviors for Volterra type McKean-Vlasov stochastic differential equations with small noise. By applying the weak convergence approach, we establish the large and moderate deviation principles. In addition, we obtain the central limit theorem and find the Volterra integral equation satisfied by the limiting process, which involves the Lions derivative of the drift coefficient. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2410_05516 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Asymptotic behaviors for Volterra type McKean-Vlasov stochastic integral equations with small noise Liu, Shanqi Hu, Yaozhong Gao, Hongjun Probability This work is devoted to studying asymptotic behaviors for Volterra type McKean-Vlasov stochastic differential equations with small noise. By applying the weak convergence approach, we establish the large and moderate deviation principles. In addition, we obtain the central limit theorem and find the Volterra integral equation satisfied by the limiting process, which involves the Lions derivative of the drift coefficient. |
| title | Asymptotic behaviors for Volterra type McKean-Vlasov stochastic integral equations with small noise |
| topic | Probability |
| url | https://arxiv.org/abs/2410.05516 |