Large Deviation Principles for McKean-Vlasov Equations in path space

Dos Reis, G. (Invited speaker)

Activity: Academic talk or presentation typesInvited talk

Description

We show a Freidlin-Wentzell large deviations principle for McKean-Vlasov equations in certain path space topologies. The equations have a drift of polynomial growth and an existence/uniqueness result is provided. Lastly, we characterize the topological support of the law of the solution to these equations.
Period17 Jul 2017
Event titleDurham Symposium on Stochastic analysis: London Mathematical Society -- EPSRC Durham Symposium
Event typeConference
Conference number106
LocationDurham , United Kingdom
Degree of RecognitionInternational