3 papers
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
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…
math.PR2022
Deviation estimates for multivalued McKean-Vlasov stochastic differential equations
Kun Fang, Huijie Qiao
The work concerns deviation estimates for multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the large deviation principle for them by the weak con…