Central Limit Theorem and Moderate Deviation Principle for McKean-Vlasov SDEs

SUO, YONGQIANG; Yuan, Chenggui

doi:10.1007/s10440-021-00444-z

Journal article 593 views 165 downloads

Central Limit Theorem and Moderate Deviation Principle for McKean-Vlasov SDEs

YONGQIANG SUO, Chenggui Yuan

Acta Applicandae Mathematicae, Volume: 175, Issue: 1, Start page: 16

Swansea University Authors: YONGQIANG SUO, Chenggui Yuan

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DOI (Published version): 10.1007/s10440-021-00444-z

Abstract

Abstract: Under a Lipschitz condition on distribution dependent coefficients, the central limit theorem and the moderate deviation principle are obtained for solutions of McKean-Vlasov type stochastic differential equations, which generalize the corresponding results for classical stochastic differe...

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Published in:	Acta Applicandae Mathematicae
ISSN:	0167-8019 1572-9036
Published:	Springer Science and Business Media LLC 2021
Online Access:	Check full text
URI:	https://cronfa.swan.ac.uk/Record/cronfa58388
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first_indexed	2021-10-18T14:24:10Z
last_indexed	2022-01-11T04:28:17Z
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spelling	2022-01-10T15:38:42.1780284 v2 58388 2021-10-18 Central Limit Theorem and Moderate Deviation Principle for McKean-Vlasov SDEs 9f5e288c171f1e0f01062b8a5a9007af YONGQIANG SUO YONGQIANG SUO true false 22b571d1cba717a58e526805bd9abea0 0000-0003-0486-5450 Chenggui Yuan Chenggui Yuan true false 2021-10-18 Abstract: Under a Lipschitz condition on distribution dependent coefficients, the central limit theorem and the moderate deviation principle are obtained for solutions of McKean-Vlasov type stochastic differential equations, which generalize the corresponding results for classical stochastic differential equations to the distribution dependent setting. Journal Article Acta Applicandae Mathematicae 175 1 16 Springer Science and Business Media LLC 0167-8019 1572-9036 McKean-Vlasov SDEs; Central limit theorem; Moderate deviation principle; Weak convergence method; Exponential approximation 15 10 2021 2021-10-15 10.1007/s10440-021-00444-z COLLEGE NANME COLLEGE CODE Swansea University SU Library paid the OA fee (TA Institutional Deal) 2022-01-10T15:38:42.1780284 2021-10-18T15:17:45.7172299 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics YONGQIANG SUO 1 Chenggui Yuan 0000-0003-0486-5450 2 58388__21210__f58b37d6148d4376b468f3f13da198c0.pdf Suo-Yuan2021_Article_CentralLimitTheoremAndModerate.pdf 2021-10-18T15:23:18.8877678 Output 1141712 application/pdf Version of Record true This article is licensed under a Creative Commons Attribution 4.0 International License true eng http://creativecommons.org/licenses/by/4.0/
title	Central Limit Theorem and Moderate Deviation Principle for McKean-Vlasov SDEs
spellingShingle	Central Limit Theorem and Moderate Deviation Principle for McKean-Vlasov SDEs YONGQIANG SUO Chenggui Yuan
title_short	Central Limit Theorem and Moderate Deviation Principle for McKean-Vlasov SDEs
title_full	Central Limit Theorem and Moderate Deviation Principle for McKean-Vlasov SDEs
title_fullStr	Central Limit Theorem and Moderate Deviation Principle for McKean-Vlasov SDEs
title_full_unstemmed	Central Limit Theorem and Moderate Deviation Principle for McKean-Vlasov SDEs
title_sort	Central Limit Theorem and Moderate Deviation Principle for McKean-Vlasov SDEs
author_id_str_mv	9f5e288c171f1e0f01062b8a5a9007af 22b571d1cba717a58e526805bd9abea0
author_id_fullname_str_mv	9f5e288c171f1e0f01062b8a5a9007af_*_YONGQIANG SUO 22b571d1cba717a58e526805bd9abea0_*_Chenggui Yuan
author	YONGQIANG SUO Chenggui Yuan
author2	YONGQIANG SUO Chenggui Yuan
format	Journal article
container_title	Acta Applicandae Mathematicae
container_volume	175
container_issue	1
container_start_page	16
publishDate	2021
institution	Swansea University
issn	0167-8019 1572-9036
doi_str_mv	10.1007/s10440-021-00444-z
publisher	Springer Science and Business Media LLC
college_str	Faculty of Science and Engineering
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description	Abstract: Under a Lipschitz condition on distribution dependent coefficients, the central limit theorem and the moderate deviation principle are obtained for solutions of McKean-Vlasov type stochastic differential equations, which generalize the corresponding results for classical stochastic differential equations to the distribution dependent setting.
published_date	2021-10-15T04:14:53Z
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Central Limit Theorem and Moderate Deviation Principle for McKean-Vlasov SDEs

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