General large deviations and functional iterated logarithm law for multivalued McKean-Vlasov stochastic differential equations
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arXiv
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| Autores principales: | , , , |
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| Formato: | Preprint |
| Publicado: |
2025
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| Acceso en línea: | |
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| _version_ | 1866911047742390272 |
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| author | Cheng, Lingyan Liu, Wei Qiao, Huijie Zhu, Fengwu |
| author_facet | Cheng, Lingyan Liu, Wei Qiao, Huijie Zhu, Fengwu |
| contents | In this paper, we present sufficient conditions and criteria to establish general large and moderate deviation principles for multivalued McKean-Vlasov stochastic differential equations (SDEs in short) by means of the weak convergence approach, under non-Lipschit assumptions on the coefficents of the equations. Furthermore, by applying the large deviation estimates we obtain the functional iterated logarithm law for the solutions of multivalued McKean-Vlasov SDEs. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2507_07001 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | General large deviations and functional iterated logarithm law for multivalued McKean-Vlasov stochastic differential equations Cheng, Lingyan Liu, Wei Qiao, Huijie Zhu, Fengwu Probability In this paper, we present sufficient conditions and criteria to establish general large and moderate deviation principles for multivalued McKean-Vlasov stochastic differential equations (SDEs in short) by means of the weak convergence approach, under non-Lipschit assumptions on the coefficents of the equations. Furthermore, by applying the large deviation estimates we obtain the functional iterated logarithm law for the solutions of multivalued McKean-Vlasov SDEs. |
| title | General large deviations and functional iterated logarithm law for multivalued McKean-Vlasov stochastic differential equations |
| topic | Probability |
| url | https://arxiv.org/abs/2507.07001 |