Large deviation principle for McKean-Vlasov quasilinear stochastic evolution equations

DOI10.1007/S00245-021-09796-2zbMath1476.60103arXiv2103.11398OpenAlexW3178270864MaRDI QIDQ2238989

Shihu Li, Wei Liu, Hong, Wei

Publication date: 2 November 2021

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.11398

zbMATH Keywords

large deviation principleporous media equation\(p\)-Laplace equationweak convergence methodMcKean-Vlasov SPDE

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (10)

Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs ⋮ Small noise asymptotics of multi-scale McKean-Vlasov stochastic dynamical systems ⋮ Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions ⋮ Large and moderate deviation principles for McKean-Vlasov SDEs with jumps ⋮ Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs ⋮ Large and moderate deviation principles for path-distribution-dependent stochastic differential equations ⋮ Large deviation principle for distribution dependent S(P)DEs with singular drift ⋮ On a class of distribution dependent stochastic differential equations driven by time-changed Brownian motions ⋮ A large deviation principle for the stochastic heat equation with general rough noise ⋮ Large deviation principle for multi-scale distribution-dependent stochastic differential equations driven by fractional Brownian motions

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