Large deviation principle for slow-fast McKean-Vlasov SDEs
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.
Authors
- Jie Ren (ORCID: https://orcid.org/0000-0003-4803-0033)
- Xia Pengcheng
Publication Details
- Journal
- Scientia Sinica Mathematica
- Published
- 2026-02-01
- DOI
- https://doi.org/10.1360/ssm-2025-0108
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00