Description
| Summary: | Abstract In this paper we study the asymptotic behaviors of small perturbation for a class of multivalued McKean–Vlasov stochastic differential equations. By using the weak convergence approach, we establish the large and moderate deviation principles. We also obtain the central limit theorem, in which the limit process is a solution to some multivalued McKean–Vlasov stochastic differential equation involving the Lions derivative in the drift coefficient.
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| Item Description: | © The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2023. Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law. |
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| DOI: | 10.1007/s00245-023-10004-6 |
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