Large deviation for mean-field stochastic differential equations with subdifferential operator

DOI10.1080/07362994.2015.1134334zbMATH Open1337.60131OpenAlexW2279178819MaRDI QIDQ2804515FDOQ2804515

Authors: Yong Ren 

Publication date: 29 April 2016

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2015.1134334

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zbMATH Keywords

weak convergence methodmean-field stochastic differential equationssubdifferential operatoruniform large deviation principle

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic analysis (60H99)

Cites Work

• Mean field games
• Title not available (Why is that?)
• Nonlinear Differential Equations of Monotone Types in Banach Spaces
• Large deviations for infinite dimensional stochastic dynamical systems
• Mean-field backward stochastic differential equations: A limit approach
• Multivalued Skorohod problem
• The optimal control problem associated with multi-valued stochastic differential equations with jumps
• Approximation and simulation of stochastic variational inequalities - splitting up method
• Large deviations of mean-field stochastic differential equations with jumps
• On existence, uniqueness and convergence of multi-valued stochastic differential equations driven by continuous semimartingales
• Large deviations for multivalued stochastic differential equations
• General large deviations and functional iterated logarithm law for multivalued stochastic differential equations
• Large deviations for infinite-dimensional stochastic systems with jumps
• Self-enforcing collusion in large dynamic markets

Cited In (2)

• Limit theorems of invariant measures for multivalued McKean-Vlasov stochastic differential equations
• Asymptotic behaviors of small perturbation for multivalued Mckean-Vlasov stochastic differential equations

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