Central limit theorem and moderate deviation principle for McKean-Vlasov SDEs

DOI10.1007/s10440-021-00444-zzbMath1478.60103OpenAlexW3205326890MaRDI QIDQ2051411

Chenggui Yuan, Yongqiang Suo

Publication date: 24 November 2021

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10440-021-00444-z

zbMATH Keywords

central limit theoremmoderate deviation principleweak convergence methodexponential approximationMcKean-Vlasov SDEs

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Singular perturbations of functional-differential equations (34K26)

Related Items (8)

Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions ⋮ Large and moderate deviation principles for McKean-Vlasov SDEs with jumps ⋮ Functional law of large numbers and central limit theorem for slow-fast McKean-Vlasov equations ⋮ Large and moderate deviation principles for path-distribution-dependent stochastic differential equations ⋮ Large deviation principle for distribution dependent S(P)DEs with singular drift ⋮ Multiple-delay stochastic McKean-Vlasov equations with Hölder diffusion coefficients and their numerical schemes ⋮ Asymptotic behaviors of small perturbation for multivalued Mckean-Vlasov stochastic differential equations ⋮ Central limit theorems and moderate deviations for stochastic reaction-diffusion lattice systems

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