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arXiv · 2401.00671

Large deviation principle for a two-time-scale McKean-Vlasov model with jumps

Xiaoyu Yang·Yong Xu
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Abstract

This work focus on the large deviation principle for a two-time scale McKean-Vlasov system with jumps. Based on the variational framework of the McKean-Vlasov system with jumps, it is turned into weak convergence for the controlled system. Unlike general two-time scale system, the controlled McKean-Vlasov system is related to the law of the original system, which causes difficulties in qualitative analysis. In solving this problem, employing asymptotics of the original system and a Khasminskii-type averaging principle together is efficient. Finally, it is shown that the limit is related to the Dirac measure of the solution to the ordinary differential equation.

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Xiaoyu Yang, Yong Xu. 2024-01-01. Large deviation principle for a two-time-scale McKean-Vlasov model with jumps. https://arxiv.org/abs/2401.00671

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