Large and Moderate deviation principles for the Multivalued McKean-Vlasov SDEs with jumps
Probability
2025-12-25 v1
Abstract
By using the weak convergence method, we establish the large and moderate deviation principles for the multivalued McKean-Vlasov SDEs with non-Lipschitz coefficients driven by L\'{e}vy noise in this paper. The Bihari's inequality is used to overcome the challenges arising from the non-Lipschitz conditions on the coefficients.
Keywords
Cite
@article{arxiv.2512.21160,
title = {Large and Moderate deviation principles for the Multivalued McKean-Vlasov SDEs with jumps},
author = {Lingyan Cheng and Caihong Gu and Wei Liu and Fengwu Zhu},
journal= {arXiv preprint arXiv:2512.21160},
year = {2025}
}