Activity: Academic talk or presentation types › Invited 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.
Period
17 Jul 2017
Event title
Durham Symposium on Stochastic analysis: London Mathematical Society -- EPSRC Durham Symposium