Large deviation principles for fully coupled multiscale multivalued stochastic systems
Fuente:
arXiv
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866917138054250496 |
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| author | Qiao, Huijie |
| author_facet | Qiao, Huijie |
| contents | This study focuses on large deviation principles for fully coupled multiscale multivalued stochastic systems, in which the slow component is governed by a multivalued stochastic differential equation and the fast component is described by a general stochastic differential equation. First, we establish the large deviation principle for the slow component at any fixed time by leveraging viscosity solutions of second-order Hamilton-Jacobi-Bellman equations involving multivalued operators. Subsequently, we illustrate the theoretical results through a concrete example. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2512_10311 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Large deviation principles for fully coupled multiscale multivalued stochastic systems Qiao, Huijie Probability This study focuses on large deviation principles for fully coupled multiscale multivalued stochastic systems, in which the slow component is governed by a multivalued stochastic differential equation and the fast component is described by a general stochastic differential equation. First, we establish the large deviation principle for the slow component at any fixed time by leveraging viscosity solutions of second-order Hamilton-Jacobi-Bellman equations involving multivalued operators. Subsequently, we illustrate the theoretical results through a concrete example. |
| title | Large deviation principles for fully coupled multiscale multivalued stochastic systems |
| topic | Probability |
| url | https://arxiv.org/abs/2512.10311 |