论文标题

多估McKean-Vlasov随机微分方程的偏差估计值

Deviation estimates for multivalued McKean-Vlasov stochastic differential equations

论文作者

Fang, Kun, Qiao, Huijie

论文摘要

这项工作涉及多估计的McKean-Vlasov随机微分方程的偏差估计。首先,我们通过弱收敛方法证明了它们的大偏差原则。然后,在$ l $衍生的公式的帮助下,向他们展示了中心限制定理。最后,我们为他们建立了适度的偏差原则。

The work concerns deviation estimates for multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the large deviation principle for them by the weak convergence approach. Then the central limit theorem for them is shown with the help of a formula for $L$-derivatives. Finally, we establish the moderate deviation principle for them.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源