General large deviations and functional iterated logarithm law for multivalued McKean-Vlasov stochastic differential equations

Lingyan Cheng; Wei Liu; Huijie Qiao; Fengwu Zhu

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arXiv · 2507.07001

General large deviations and functional iterated logarithm law for multivalued McKean-Vlasov stochastic differential equations

Lingyan Cheng·Wei Liu·Huijie Qiao·Fengwu Zhu

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Abstract

In this paper, we present sufficient conditions and criteria to establish general large and moderate deviation principles for multivalued McKean-Vlasov stochastic differential equations (SDEs in short) by means of the weak convergence approach, under non-Lipschit assumptions on the coefficents of the equations. Furthermore, by applying the large deviation estimates we obtain the functional iterated logarithm law for the solutions of multivalued McKean-Vlasov SDEs.

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Lingyan Cheng, Wei Liu, Huijie Qiao, Fengwu Zhu. 2025-07-09. General large deviations and functional iterated logarithm law for multivalued McKean-Vlasov stochastic differential equations. https://arxiv.org/abs/2507.07001

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