Large and Moderate deviation principles for the Multivalued McKean-Vlasov SDEs with jumps

Abstract

By using the weak convergence method, we establish the large and moderate deviation principles for the multivalued McKean-Vlasov SDEs with non-Lipschitz coefficients driven by L\'evy noise in this paper. The Bihari's inequality is used to overcome the challenges arising from the non-Lipschitz conditions on the coefficients.

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