Large and Moderate deviation principles for the Multivalued McKean-Vlasov SDEs with jumps

Lingyan Cheng; Caihong Gu; Wei Liu; Fengwu Zhu

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arXiv · 2512.21160

Large and Moderate deviation principles for the Multivalued McKean-Vlasov SDEs with jumps

Lingyan Cheng·Caihong Gu·Wei Liu·Fengwu Zhu

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Abstract

By using the weak convergence method, we establish the large and moderate deviation principles for the multivalued McKean-Vlasov SDEs with non-Lipschitz coefficients driven by L\'{e}vy noise in this paper. The Bihari's inequality is used to overcome the challenges arising from the non-Lipschitz conditions on the coefficients.

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Lingyan Cheng, Caihong Gu, Wei Liu, Fengwu Zhu. 2025-12-24. Large and Moderate deviation principles for the Multivalued McKean-Vlasov SDEs with jumps. https://arxiv.org/abs/2512.21160

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