Small noise asymptotic behaviors for path-dependent multivalued McKean-Vlasov stochastic differential equations

Ying Ma; Huijie Qiao

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arXiv · 2605.07272

Small noise asymptotic behaviors for path-dependent multivalued McKean-Vlasov stochastic differential equations

Ying Ma·Huijie Qiao

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Abstract

This paper investigates the asymptotic behavior of path-dependent multivalued McKean-Vlasov stochastic differential equations perturbed by small noise. Specifically, we first establish a large deviation principle for such equations under non-Lipschitz coefficients by the weak convergence approach. Subsequently, we introduce an auxiliary equation and apply it to derive the moderate deviation principle. Finally, we construct another auxiliary equation and a limit equation, and prove the central limit theorem.

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BibTeX RIS

Ying Ma, Huijie Qiao. 2026-05-08. Small noise asymptotic behaviors for path-dependent multivalued McKean-Vlasov stochastic differential equations. https://arxiv.org/abs/2605.07272

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