Deviation estimates for multivalued McKean-Vlasov stochastic differential equations

preprint2022arXivOpen access

Abstract

The work concerns deviation estimates for multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the large deviation principle for them by the weak convergence approach. Then the central limit theorem for them is shown with the help of a formula for LL-derivatives. Finally, we establish the moderate deviation principle for them.

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