Large deviation principle for McKean-Vlasov quasilinear stochastic evolution equations
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Publication:2238989
DOI10.1007/s00245-021-09796-2zbMath1476.60103arXiv2103.11398OpenAlexW3178270864MaRDI QIDQ2238989
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
large deviation principleporous media equation\(p\)-Laplace equationweak convergence methodMcKean-Vlasov SPDE
Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (9)
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
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