3 papers
math.PR2023
Large deviation principle for white noise SPDEs with oblique reflection
Hong Shaopeng, Liu Xiangdong
In this paper, we consider Fredlin-Wentzell type large deviation principle (LDP) of multidimensional reflected stochastic partial differential equations in a convex domain, allowin…
math.PR2023
Large deviation for small noise path-dependent stochastic differential equations
Liu Xiangdong, Hong Shaopeng
In this paper, we study the asymptotic behavior of randomly perturbed path-dependent stochastic differential equations with small parameter , when $\vareps…
math.PR2023
Mean reflected Mckean-Vlasov stochastic differential equation
Shaopeng Hong, Sheng Xiao
In this paper, we investigate a class of mean reflected McKean-Vlasov stochastic differential equation, which extends the equation proposed by \cite{briand2020particles} by allowin…