Large deviation principles for fully coupled multiscale multivalued stochastic systems
Probability
2025-12-12 v1
Abstract
This study focuses on large deviation principles for fully coupled multiscale multivalued stochastic systems, in which the slow component is governed by a multivalued stochastic differential equation and the fast component is described by a general stochastic differential equation. First, we establish the large deviation principle for the slow component at any fixed time by leveraging viscosity solutions of second-order Hamilton-Jacobi-Bellman equations involving multivalued operators. Subsequently, we illustrate the theoretical results through a concrete example.
Cite
@article{arxiv.2512.10311,
title = {Large deviation principles for fully coupled multiscale multivalued stochastic systems},
author = {Huijie Qiao},
journal= {arXiv preprint arXiv:2512.10311},
year = {2025}
}
Comments
29 pages