For fully coupled multi-scale McKean-Vlasov equations with irregular coefficients, the slow process converges to an explicit averaged equation and the fast process's law converges to an averaged invariant distribution, with rates.
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Asymptotic limit of fully coupled multi-scale non-linear stochastic system: the non-autonomous approximation method
For fully coupled multi-scale McKean-Vlasov equations with irregular coefficients, the slow process converges to an explicit averaged equation and the fast process's law converges to an averaged invariant distribution, with rates.