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Large deviation for slow-fast McKean–Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions

Hao Wu Orcid Logo, Junhao Hu Orcid Logo, Chenggui Yuan Orcid Logo

Stochastics and Dynamics, Volume: 24, Issue: 06

Swansea University Author: Chenggui Yuan Orcid Logo

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DOI (Published version): 10.1142/s0219493724500448

Abstract

In this paper, we consider slow-fast McKean–Vlasov stochastic differential equations driven by fractional Brownian motions with Hurst parameter [Formula: see text] and Brownian motions. We give a definition of the large deviation principle (LDP) on the product space related to fractional Brownian mo...

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Published in: Stochastics and Dynamics
ISSN: 0219-4937 1793-6799
Published: World Scientific Pub Co Pte Ltd 2024
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URI: https://cronfa.swan.ac.uk/Record/cronfa68461
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spelling 2025-01-20T13:55:57.8658082 v2 68461 2024-12-04 Large deviation for slow-fast McKean–Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions 22b571d1cba717a58e526805bd9abea0 0000-0003-0486-5450 Chenggui Yuan Chenggui Yuan true false 2024-12-04 MACS In this paper, we consider slow-fast McKean–Vlasov stochastic differential equations driven by fractional Brownian motions with Hurst parameter [Formula: see text] and Brownian motions. We give a definition of the large deviation principle (LDP) on the product space related to fractional Brownian motion and Brownian motion, which is different from the traditional definition for LDP. Under some proper assumptions on coefficients, LDP is investigated for this type of equations by using the weak convergence method. Journal Article Stochastics and Dynamics 24 06 World Scientific Pub Co Pte Ltd 0219-4937 1793-6799 LDP, fractional Brownian motions, McKean–Vlasov, slow-fast 1 9 2024 2024-09-01 10.1142/s0219493724500448 COLLEGE NANME Mathematics and Computer Science School COLLEGE CODE MACS Swansea University Not Required National Natural Science Foundation of China Grant: 61876192 Grant: 11626236 2025-01-20T13:55:57.8658082 2024-12-04T10:55:23.7950286 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Hao Wu 0000-0002-5953-0482 1 Junhao Hu 0000-0003-3538-2785 2 Chenggui Yuan 0000-0003-0486-5450 3 68461__33082__ae0f965352894723801fcda4e06a1cbe.pdf 68461.AAM.pdf 2024-12-09T09:58:55.9880374 Output 366535 application/pdf Accepted Manuscript true © 2024 The Author(s). Author accepted manuscript document released under the terms of a Creative Commons CC-BY licence using the Swansea University Research Publications Policy (rights retention). true eng https://creativecommons.org/licenses/by/4.0/
title Large deviation for slow-fast McKean–Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions
spellingShingle Large deviation for slow-fast McKean–Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions
Chenggui Yuan
title_short Large deviation for slow-fast McKean–Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions
title_full Large deviation for slow-fast McKean–Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions
title_fullStr Large deviation for slow-fast McKean–Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions
title_full_unstemmed Large deviation for slow-fast McKean–Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions
title_sort Large deviation for slow-fast McKean–Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions
author_id_str_mv 22b571d1cba717a58e526805bd9abea0
author_id_fullname_str_mv 22b571d1cba717a58e526805bd9abea0_***_Chenggui Yuan
author Chenggui Yuan
author2 Hao Wu
Junhao Hu
Chenggui Yuan
format Journal article
container_title Stochastics and Dynamics
container_volume 24
container_issue 06
publishDate 2024
institution Swansea University
issn 0219-4937
1793-6799
doi_str_mv 10.1142/s0219493724500448
publisher World Scientific Pub Co Pte Ltd
college_str Faculty of Science and Engineering
hierarchytype
hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
document_store_str 1
active_str 0
description In this paper, we consider slow-fast McKean–Vlasov stochastic differential equations driven by fractional Brownian motions with Hurst parameter [Formula: see text] and Brownian motions. We give a definition of the large deviation principle (LDP) on the product space related to fractional Brownian motion and Brownian motion, which is different from the traditional definition for LDP. Under some proper assumptions on coefficients, LDP is investigated for this type of equations by using the weak convergence method.
published_date 2024-09-01T02:57:02Z
_version_ 1822006729782591488
score 11.048042

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