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math.PR2022
Functional law of large numbers and central limit theorem for slow-fast McKean-Vlasov equations
Yun Li, Longjie Xie
In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first e…
math.PR2022★ 1 cited
Poisson equation on Wasserstein space and diffusion approximations for McKean-Vlasov equation
Yun Li, Fuke Wu, Longjie Xie
We consider the fully-coupled McKean-Vlasov equation with multi-time-scale potentials, and all the coefficients depend on the distributions of both the slow component and the fast…