General large deviations and functional iterated logarithm law for multivalued McKean-Vlasov stochastic differential equations
Probability
2025-07-10 v1
Abstract
In this paper, we present sufficient conditions and criteria to establish general large and moderate deviation principles for multivalued McKean-Vlasov stochastic differential equations (SDEs in short) by means of the weak convergence approach, under non-Lipschit assumptions on the coefficents of the equations. Furthermore, by applying the large deviation estimates we obtain the functional iterated logarithm law for the solutions of multivalued McKean-Vlasov SDEs.
Keywords
Cite
@article{arxiv.2507.07001,
title = {General large deviations and functional iterated logarithm law for multivalued McKean-Vlasov stochastic differential equations},
author = {Lingyan Cheng and Wei Liu and Huijie Qiao and Fengwu Zhu},
journal= {arXiv preprint arXiv:2507.07001},
year = {2025}
}