Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs
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Publication:6095835
DOI10.1007/s00440-023-01214-8arXiv2112.08203WikidataQ122199669 ScholiaQ122199669MaRDI QIDQ6095835
Shihu Li, Hong, Wei, Xiaobin Sun, Wei Liu
Publication date: 8 September 2023
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2112.08203
large deviation principlePoisson equationMcKean-Vlasov equationweak convergence approachcentral limit type theorem
Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10)
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Functional law of large numbers and central limit theorem for slow-fast McKean-Vlasov equations, Optimal total variation bounds for stochastic differential delay equations with small noises, Central limit theorems and moderate deviations for stochastic reaction-diffusion lattice systems
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