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- W4226171750 abstract "In this paper, we aim to study the asymptotic behavior for multi-scale McKean-Vlasov stochastic dynamical systems. Firstly, we obtain a central limit type theorem, i.e, the deviation between the slow component $X^{varepsilon}$ and the solution $bar{X}$ of the averaged equation converges weakly to a limiting process. More precisely, $frac{X^{varepsilon}-bar{X}}{sqrt{varepsilon}}$ converges weakly in $C([0,T],RR^n)$ to the solution of certain distribution dependent stochastic differential equation, which involves an extra explicit stochastic integral term. Secondly, in order to estimate the probability of deviations away from the limiting process, we further investigate the Freidlin-Wentzell's large deviation principle for multi-scale McKean-Vlasov stochastic system. The main techniques are based on the Poisson equation for central limit type theorem and the weak convergence approach for large deviation principle." @default.
- W4226171750 created "2022-05-05" @default.
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- W4226171750 date "2021-12-15" @default.
- W4226171750 modified "2023-10-18" @default.
- W4226171750 title "Central Limit Type Theorem and Large Deviation Principle for Multi-Scale McKean-Vlasov SDEs" @default.
- W4226171750 doi "https://doi.org/10.48550/arxiv.2112.08203" @default.
- W4226171750 hasPublicationYear "2021" @default.
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