Asymptotic Behaviors of Small Perturbation for Multivalued Mckean-Vlasov Stochastic Differential Equations

被引：4

作者：

Fang, Kun ^{[1
]}

Liu, Wei ^{[2
]}

Qiao, Huijie ^{[1
]}

Zhu, Fengwu ^{[2
]}

机构：

[1] Southeast Univ, Sch Math, Nanjing 211189, Jiangsu, Peoples R China

[2] Wuhan Univ, Sch Math & Stat, Wuhan 430072, Hubei, Peoples R China

来源：

APPLIED MATHEMATICS AND OPTIMIZATION | 2023年 / 88卷 / 01期

基金：

中国国家自然科学基金;

关键词：

Multivalued McKean-Vlasov stochastic differential equations; Large deviation principles; Central limit theorems; Moderate deviation principles; DISTRIBUTION DEPENDENT SDES; LARGE DEVIATIONS;

D O I：

10.1007/s00245-023-10004-6

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper we study the asymptotic behaviors of small perturbation for a class of multivalued McKean-Vlasov stochastic differential equations. By using the weak convergence approach, we establish the large and moderate deviation principles. We also obtain the central limit theorem, in which the limit process is a solution to some multivalued McKean-Vlasov stochastic differential equation involving the Lions derivative in the drift coefficient.

引用

页数：48

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