{
  "id": "1910.04418",
  "version": "v1",
  "published": "2019-10-10T08:14:17.000Z",
  "updated": "2019-10-10T08:14:17.000Z",
  "title": "CLT and MDP for McKean-Vlasov SDEs",
  "authors": [
    "Yongqiang Suo",
    "Chenggui Yuan"
  ],
  "comment": "16pages",
  "categories": [
    "math.PR"
  ],
  "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 extend from the corresponding results for classical stochastic differential equations to the distribution dependent setting.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2019-10-10T08:14:17.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "mckean-vlasov sdes",
      "mckean-vlasov type stochastic differential equations",
      "moderate deviation principle",
      "central limit theorem",
      "distribution dependent coefficients"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 16,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}