Large deviation for slow-fast McKean-Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions

Abstract

In this article, we consider slow-fast McKean-Vlasov stochastic differential equations driven by Brownian motions and fractional Brownian motions. We give a definition of the large deviation principle (LDP) on the product space related to Brownian motion and fractional Brownian motion, which is different from the traditional definition for LDP. Under some proper assumptions on coefficients, LDP is investigated for this type of equations by using the weak convergence method.