This work focuses on multiscale multivalued McKean-Vlasov stochastic systems. First, we employ the contractive mapping principle to establish the well-posedness of fully coupled multivalued McKean-Vlasov stochastic systems under non-Lipschitz conditions. Subsequently, for multiscale multivalued McKean-Vlasov stochastic systems perturbed by small noises, we prove a large deviation principle using a weak convergence method. As a by-product, two averaging principles are also derived.
Huijie Qiao (Mon,) studied this question.
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