Large deviation principle for slow-fast McKean-Vlasov SDEs

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Authors: Ren Jie, Xia Pengcheng
Cited by: 0
References: 11

Abstract

In this paper, we prove the Freidlin-Wentzell-type large deviation principle for a general system of fully-coupled slow-fast McKean-Vlasov stochastic dynamics, when the noise intensity δ→0 and the time scale parameter varepsilon(δ) satisfies varepsilon²(δ)/δ→0. The coefficients can depend on the distribution of the slow motion and that of the fast motion. The main techniques are based on the Poisson equation and the weak convergence approach for the large deviation principle.

Fields of Study & Subjects

Stochastic processes and financial applications Stochastic processes and statistical mechanics Advanced Mathematical Modeling in Engineering

Publication details

Journal / source
Scientia Sinica Mathematica
Publication date
1 February 2026
Language
EN