General large deviations and functional iterated logarithm law for multivalued McKean-Vlasov stochastic differential equations

2025/07/09 by Cheng, Lingyan, Liu, Wei, Qiao, Huijie +1
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2507.07001

Abstract

In this paper, we present sufficient conditions and criteria to establish general large and moderate deviation principles for multivalued McKean-Vlasov stochastic differential equations (SDEs in short) by means of the weak convergence approach, under non-Lipschit assumptions on the coefficents of the equations. Furthermore, by applying the large deviation estimates we obtain the functional iterated logarithm law for the solutions of multivalued McKean-Vlasov SDEs.

Citations

• Uniform Poincaré and logarithmic Sobolev inequalities for mean field particle systems
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• Stochastic heat equation with rough dependence in space
• General Large Deviations and Functional Iterated Logarithm Law for Multivalued Stochastic Differential Equations
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• Freidlin-Wentzell's Large Deviations for Stochastic Evolution Equations
• Probabilistic approach for granular media equations in the non uniformly convex case
• McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets

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• Large and Moderate deviation principles for the Multivalued McKean-Vlasov SDEs with jumps
• General Large Deviations and Functional Iterated Logarithm Law for Multivalued Stochastic Differential Equations
• Large Deviation Principle for Neutral Type Mckean-Vlasov Stochastic Differential Equations