Deviation estimates for multivalued McKean-Vlasov stochastic differential equations

Kun Fang; Huijie Qiao

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arXiv · 2208.01386

Deviation estimates for multivalued McKean-Vlasov stochastic differential equations

Kun Fang·Huijie Qiao

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Abstract

The work concerns deviation estimates for multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the large deviation principle for them by the weak convergence approach. Then the central limit theorem for them is shown with the help of a formula for $L$-derivatives. Finally, we establish the moderate deviation principle for them.

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Kun Fang, Huijie Qiao. 2022-08-02. Deviation estimates for multivalued McKean-Vlasov stochastic differential equations. https://arxiv.org/abs/2208.01386

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