Stochastic processes and financial applicationsGas Dynamics and Kinetic TheoryNavier-Stokes equation solutions

Ren Jie, Pengcheng Xia

2026.2.1Scientia Sinica Mathematica

DOI: 10.1360/ssm-2025-0108

Abstract

In this paper, we prove the Freidlin-Wentzell-type large deviation principle for a general system of fully-coupled slow-fast McKean-Vlasov stochastic dynamics, when the noise intensity (cid:14) ! 0 and the time scale parameter " ( (cid:14) ) satisfies " 2 ( (cid:14) ) =(cid:14) ! 0. The coefficients can depend on the distribution of the slow motion and that of the fast motion. The main techniques are based on the Poisson equation and the weak convergence approach for the large deviation principle.

Citation format

JIE, Ren; XIA, Pengcheng. Large deviation principle for slow-fast mckean-vlasov SDEs. Scientia Sinica Mathematica, 2026.