Central limit type theorem and large deviation principle for multi-scale McKean–Vlasov SDEs

W Hong, S Li, W Liu, X Sun - Probability Theory and Related Fields, 2023 - Springer
The main aim of this work is to study the asymptotic behavior for multi-scale McKean–Vlasov
stochastic dynamical systems. Firstly, we obtain a central limit type theorem, ie the deviation …

Freidlin--Wentzell Type Large Deviation Principle for Multiscale Locally Monotone SPDEs

W Hong, S Li, W Liu - SIAM Journal on Mathematical Analysis, 2021 - SIAM
This work is concerned with a Freidlin--Wentzell type large deviation principle for a family of
multiscale quasilinear and semilinear stochastic partial differential equations. Employing the …

Large deviation principle for multi-scale fully local monotone stochastic dynamical systems with multiplicative noise

W Hong, W Liu, L Yang - Journal of Differential Equations, 2025 - Elsevier
This paper is devoted to proving the small noise asymptotic behavior, particularly large
deviation principle, for multi-scale stochastic dynamical systems with fully local monotone …

Large deviations and averaging for stochastic tamed 3D Navier–Stokes equations with fast oscillations

W Hong, M Li, S Li, W Liu - Applied Mathematics & Optimization, 2022 - Springer
In this paper, we first study the strong averaging principle for stochastic tamed 3D Navier–
Stokes equation with fast oscillations, which can be viewed as the functional law of large …

Moderate deviations for two-time scale systems with mixed fractional Brownian motion

X Yang, Y Inahama, Y Xu - Applied Mathematics & Optimization, 2024 - Springer
This work focuses on moderate deviations for two-time scale systems with mixed fractional
Brownian motion. Our proof uses the weak convergence method which is based on the …

Large deviation principle for slow-fast system with mixed fractional Brownian motion

Y Inahama, Y Xu, X Yang - arXiv preprint arXiv:2303.06626, 2023 - arxiv.org
This work focuses on the slow-fast system perturbed by the mixed fractional Brownian
motion with Hurst parameter H\in (1/2, 1). The integral with respect to fractional Brownian …

Multi-scale McKean-Vlasov SDEs: moderate deviation principle in different regimes

W Hong, G Li, S Li - arXiv preprint arXiv:2306.11569, 2023 - arxiv.org
The main aim of this paper is to study the moderate deviation principle for McKean-Vlasov
stochastic differential equations with multiple scales. Specifically, we are interested in the …

Empirical measure and small noise asymptotics under large deviation scaling for interacting diffusions

A Budhiraja, M Conroy - Journal of Theoretical Probability, 2022 - Springer
Consider a collection of particles whose state evolution is described through a system of
interacting diffusions in which each particle is driven by an independent individual source of …

Large deviation principle for multi-scale distribution-dependent stochastic differential equations driven by fractional Brownian motions

G Shen, H Zhou, JL Wu - Journal of Evolution Equations, 2024 - Springer
In this paper, we are concerned with multi-scale distribution-dependent stochastic
differential equations driven by fractional Brownian motion (with Hurst index H> 1 2) and …

Large Deviation Principle for Multi-Scale Stochastic Systems with Monotone Coefficients

M Li, W Liu - Communications in Mathematics and Statistics, 2024 - Springer
Abstract The Freidlin–Wentzell's large deviation principle is established for a class of multi-
scale stochastic models involving slow–fast components, where the slow component has …