5 papers
Large deviation principles for fully coupled multiscale multivalued stochastic systems
Huijie Qiao
This study focuses on large deviation principles for fully coupled multiscale multivalued stochastic systems, in which the slow component is governed by a multivalued stochastic di…
Asymptotic behaviors of multiscale McKean-Vlasov stochastic systems
Jie Xiang, Huijie Qiao
In this paper, we investigate a class of multiscale McKean-Vlasov stochastic systems, where the entire system depends on the distributions of both fast and slow components. First o…
Averaging principles and central limit theorems for multiscale McKean-Vlasov stochastic systems
Jie Xiang, Huijie Qiao
In this paper, we study a class of multiscale McKean-Vlasov stochastic systems where the entire system depends on the distribution of the fast component. First of all, by the Poiss…
Well-posedness for path-dependent multivalued McKean-Vlasov stochastic differential equations
Ying Ma, Huijie Qiao
This work concerns a type of path-dependent multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the well-posedness for path-dependent multivalued st…
General large deviations and functional iterated logarithm law for multivalued McKean-Vlasov stochastic differential equations
Lingyan Cheng, Wei Liu, Huijie Qiao +1
In this paper, we present sufficient conditions and criteria to establish general large and moderate deviation principles for multivalued McKean-Vlasov stochastic differential equa…