Large Deviation Principle for Neutral Type Mckean-Vlasov Stochastic Differential Equations
Fuente:
arXiv
Guardado en:
| Autores principales: | , , |
|---|---|
| Formato: | Preprint |
| Publicado: |
2025
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
| _version_ | 1866914169290227712 |
|---|---|
| author | Wang, Zhaohang Hu, Junhao Yuan, Chenggui |
| author_facet | Wang, Zhaohang Hu, Junhao Yuan, Chenggui |
| contents | This paper investigates neutral-type McKean-Vlasov stochastic differential equations in which the drift and diffusion coefficients depend on both the segment process and its distribution. Under a one-sided Lipschitz condition on the drift coefficient, we establish a Freidlin-Wentzell-type large deviation principle for the solution process by using the extended contraction principle combined with an exponential approximation technique. Our results extend existing large deviation principles for McKean-Vlasov equations to the neutral case. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2511_19181 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Large Deviation Principle for Neutral Type Mckean-Vlasov Stochastic Differential Equations Wang, Zhaohang Hu, Junhao Yuan, Chenggui Probability This paper investigates neutral-type McKean-Vlasov stochastic differential equations in which the drift and diffusion coefficients depend on both the segment process and its distribution. Under a one-sided Lipschitz condition on the drift coefficient, we establish a Freidlin-Wentzell-type large deviation principle for the solution process by using the extended contraction principle combined with an exponential approximation technique. Our results extend existing large deviation principles for McKean-Vlasov equations to the neutral case. |
| title | Large Deviation Principle for Neutral Type Mckean-Vlasov Stochastic Differential Equations |
| topic | Probability |
| url | https://arxiv.org/abs/2511.19181 |