Asymptotic behaviors for Volterra type McKean-Vlasov stochastic integral equations with small noise

Abstract

This work is devoted to studying asymptotic behaviors for Volterra type McKean-Vlasov stochastic differential equations with small noise. By applying the weak convergence approach, we establish the large and moderate deviation principles. In addition, we obtain the central limit theorem and find the Volterra integral equation satisfied by the limiting process, which involves the Lions derivative of the drift coefficient.