Large And Moderate Deviation For Multivalued Mckean Vlasov Stochastic Differential Equation
Fengwu Zhu, Wei Liu

TL;DR
This paper establishes conditions for large and moderate deviation principles in multivalued McKean-Vlasov stochastic differential equations using the weak convergence method.
Contribution
It provides new criteria and sufficient conditions for deviations in complex stochastic systems involving multivalued interactions.
Findings
Established large deviation principles for multivalued McKean-Vlasov equations.
Derived moderate deviation principles under new criteria.
Applied weak convergence method to complex stochastic systems.
Abstract
In this paper, we present sufficient conditions and criteria to establish the large and moderate deviation principle of multivalued McKean-Vlasov stochastic differential equation by means of the weak convergence method.
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Taxonomy
TopicsStochastic processes and financial applications · Differential Equations and Boundary Problems · Spectral Theory in Mathematical Physics
