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 …

Small noise asymptotics of multi-scale McKean-Vlasov stochastic dynamical systems

J Gao, W Hong, W Liu - Journal of Differential Equations, 2023 - Elsevier
The main aim of this work is to investigate small noise limiting behavior of multi-scale
McKean-Vlasov stochastic dynamical systems, where we allow the coefficients depend on …

Leveraging large-deviation statistics to decipher the stochastic properties of measured trajectories

S Thapa, A Wyłomańska, G Sikora… - New Journal of …, 2021 - iopscience.iop.org
Extensive time-series encoding the position of particles such as viruses, vesicles, or
individual proteins are routinely garnered in single-particle tracking experiments or …

Large deviations for small noise diffusions in a fast Markovian environment

A Budhiraja, P Dupuis, A Ganguly - 2018 - projecteuclid.org
A large deviation principle is established for a two-scale stochastic system in which the slow
component is a continuous process given by a small noise finite dimensional Itô stochastic …

[HTML][HTML] Large deviations for Markov processes with switching and homogenisation via Hamilton–Jacobi–Bellman equations

S Della Corte, RC Kraaij - Stochastic Processes and their Applications, 2024 - Elsevier
We consider the context of molecular motors modelled by a diffusion process driven by the
gradient of a weakly periodic potential that depends on an internal degree of freedom. The …

Large deviation for two-time-scale stochastic Burgers equation

X Sun, R Wang, L Xu, X Yang - Stochastics and Dynamics, 2021 - World Scientific
A Freidlin–Wentzell type large deviation principle is established for stochastic partial
differential equations with slow and fast time-scales, where the slow component is a one …

A large deviation principle for Markovian slow-fast systems

RC Kraaij, MC Schlottke - arXiv preprint arXiv:2011.05686, 2020 - arxiv.org
We prove pathwise large deviation principles of slow variables in slow-fast systems in the
limit of time-scale separation tending to infinity. In the limit regime we consider, the …

Average principles and large deviation principles of multiscale multivalued McKean-Vlasov stochastic systems

H Qiao - arXiv preprint arXiv:2307.14561, 2023 - arxiv.org
This work concerns about multiscale multivalued McKean-Vlasov stochastic systems. First of
all, we establish the well-posedness for multivalued McKean-Vlasov stochastic systems …

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 …

Stochastic models of neural synaptic plasticity: A scaling approach

P Robert, G Vignoud - SIAM Journal on Applied Mathematics, 2021 - SIAM
In neuroscience, synaptic plasticity refers to the set of mechanisms driving the dynamics of
neuronal connections, called synapses and represented by a scalar value, the synaptic …