Large deviations of multiscale multivalued McKean-Vlasov stochastic systems

Huijie Qiao

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arXiv · 2307.14561

Large deviations of multiscale multivalued McKean-Vlasov stochastic systems

Huijie Qiao

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Abstract

This work concerns about multiscale multivalued McKean-Vlasov stochastic systems. First of all, we use a contractive mapping principle to establish the well-posedness for fully coupled multivalued McKean-Vlasov stochastic systems under non-Lipschitz conditions. Then for multiscale multivalued McKean-Vlasov stochastic systems with small noises, we prove a large deviation principle by a weak convergence approach. As a by-product, two averaging principles are obtained.

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Huijie Qiao. 2023-07-27. Large deviations of multiscale multivalued McKean-Vlasov stochastic systems. https://arxiv.org/abs/2307.14561

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