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math.PR2023
Large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations
Huijie Qiao, Shengqing Zhu
In this paper, we study large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations. First of all, we establish the large deviation princi…
math.PR2023★ 1 cited
Large deviations of multiscale multivalued McKean-Vlasov stochastic systems
Huijie Qiao
This work concerns about multiscale multivalued McKean-Vlasov stochastic systems. First of all, we use a contractive mapping principle to establish the well-posedness for fully cou…
math.PR2023
The central limit theorem for stochastic Volterra equations with singular kernels
Huijie Qiao
This work concerns stochastic Volterra equations with singular kernels. Under the suitable conditions, we prove the central limit theorem for them. Moreover, we apply our result to…