Small noise asymptotic behaviors for path-dependent multivalued McKean-Vlasov stochastic differential equations
Fuente:
arXiv
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| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2026
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| _version_ | 1866911661613383680 |
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| author | Ma, Ying Qiao, Huijie |
| author_facet | Ma, Ying Qiao, Huijie |
| contents | This paper investigates the asymptotic behavior of path-dependent multivalued McKean-Vlasov stochastic differential equations perturbed by small noise. Specifically, we first establish a large deviation principle for such equations under non-Lipschitz coefficients by the weak convergence approach. Subsequently, we introduce an auxiliary equation and apply it to derive the moderate deviation principle. Finally, we construct another auxiliary equation and a limit equation, and prove the central limit theorem. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2605_07272 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Small noise asymptotic behaviors for path-dependent multivalued McKean-Vlasov stochastic differential equations Ma, Ying Qiao, Huijie Probability 60H10, 60F10 This paper investigates the asymptotic behavior of path-dependent multivalued McKean-Vlasov stochastic differential equations perturbed by small noise. Specifically, we first establish a large deviation principle for such equations under non-Lipschitz coefficients by the weak convergence approach. Subsequently, we introduce an auxiliary equation and apply it to derive the moderate deviation principle. Finally, we construct another auxiliary equation and a limit equation, and prove the central limit theorem. |
| title | Small noise asymptotic behaviors for path-dependent multivalued McKean-Vlasov stochastic differential equations |
| topic | Probability 60H10, 60F10 |
| url | https://arxiv.org/abs/2605.07272 |