Smoluchowski-Kramers approximation for McKean-Vlasov stochastic differential equations

被引：0
|
作者：
Li, Ge [1 ]
Liu, Jicheng [2 ]
机构：
[1] Hubei Univ Econ, Sch Stat & Math, Wuhan, Peoples R China
[2] Huazhong Univ Sci & Technol, Sch Math & Stat, Wuhan, Peoples R China
来源：
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2025年 / 545卷 / 02期
关键词：
Smoluchowski-Kramers; approximation; Large deviations principle; Moderate deviations principle; McKean-Vlasov stochastic; differential equations; Weak convergence method; LARGE DEVIATIONS;
D O I：
10.1016/j.jmaa.2024.129178
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we discuss the validity of the Smoluchowski-Kramers approximation for a class of McKean-Vlasov stochastic differential equations (MVSDEs). The large and moderate deviations principle for MVSDEs are also considered via weak convergence method, which generalize the corresponding results for classical stochastic differential equations to the distribution dependent setting. (c) 2024 Elsevier Inc. All rights are reserved, including those for text and data mining, AI training, and similar technologies.
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页数：28
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