SearcharxivSearch

arXiv · 2607.21862

Uniform Large Deviations of Mckean-Vlasov Stochastic Fractional $(\alpha,p)$-Laplacian Equations Driven by Superlinear Noise on $\mathbb{R}^d$

Abstract

The global-in-time well-posedness and uniform large deviation principles (LDPs) are investigated for a wide class of Mckean-Vlasov stochastic non-local fractional $(\alpha,p)$-Laplacian equations with $\alpha \in (0,1)$ and $p>2$ driven by superlinear multiplicative noise defined on the whole space $\mathbb{R}^d$, where the non-local nonlinear fractional $(\alpha,p)$-Laplace operator is defined by a singular, symmetrical and translation invariant kernel function, the distribution-dependent drift terms have arbitrary polynomial growth and the distribution-dependent diffusion terms have superlinear growth. The global-in-time well-posedness is established under these conditions by using the monotone method and a domain expansion argument. Under additional conditions on the growth of diffusion terms, we establish the Freidlin-Wentzell and Dembo-Zeitouni uniform LDPs by using the generalized weak convergence method developed by Salins (Probab. Surv., 16:99-142, 2019). The idea of uniform tail-ends estimates, the pseudo monotone technique and the Arzel\`{a}-Ascoli theorem are combined to prove the weak-to-strong continuity of solution operators of the controlled equations in order to overcome many difficulties caused by the noncompactness of Sobolev embeddings on $\mathbb{R}^d$ and the nonlinearity of the fractional $(\alpha,p)$-Laplace operator. The superlinearly growing diffusion term is carefully controlled by using the dissipative drift terms and several algebraic inequalities.

Explore related subjects

Keep this discovery

BibTeXRIS

Renhai Wang, Zhang Chen, Bixiang Wang. 2026-07-23. Uniform Large Deviations of Mckean-Vlasov Stochastic Fractional $(\alpha,p)$-Laplacian Equations Driven by Superlinear Noise on $\mathbb{R}^d$. https://arxiv.org/abs/2607.21862

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR