Large deviation principle for a two-time-scale McKean-Vlasov model with jumps
Probability
2024-01-02 v1
Abstract
This work focus on the large deviation principle for a two-time scale McKean-Vlasov system with jumps. Based on the variational framework of the McKean-Vlasov system with jumps, it is turned into weak convergence for the controlled system. Unlike general two-time scale system, the controlled McKean-Vlasov system is related to the law of the original system, which causes difficulties in qualitative analysis. In solving this problem, employing asymptotics of the original system and a Khasminskii-type averaging principle together is efficient. Finally, it is shown that the limit is related to the Dirac measure of the solution to the ordinary differential equation.
Cite
@article{arxiv.2401.00671,
title = {Large deviation principle for a two-time-scale McKean-Vlasov model with jumps},
author = {Xiaoyu Yang and Yong Xu},
journal= {arXiv preprint arXiv:2401.00671},
year = {2024}
}