Large deviation principles for fully coupled multiscale multivalued stochastic systems

Huijie Qiao

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arXiv · 2512.10311

Large deviation principles for fully coupled multiscale multivalued stochastic systems

Huijie Qiao

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Abstract

This study focuses on large deviation principles for fully coupled multiscale multivalued stochastic systems, in which the slow component is governed by a multivalued stochastic differential equation and the fast component is described by a general stochastic differential equation. First, we establish the large deviation principle for the slow component at any fixed time by leveraging viscosity solutions of second-order Hamilton-Jacobi-Bellman equations involving multivalued operators. Subsequently, we illustrate the theoretical results through a concrete example.

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Huijie Qiao. 2025-12-11. Large deviation principles for fully coupled multiscale multivalued stochastic systems. https://arxiv.org/abs/2512.10311

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