Abstract
We show two Freidlin-Wentzell Large Deviations Principles for McKean-Vlasov Stochastic Differential Equations (MV-SDEs) in path space topologies using techniques addressing directly the presence of the law in the coefficients and avoiding altogether limits of particle systems. We work with MV-SDEs having a drift of polynomial growth and provide existence uniqueness results along with several properties.
As an application of our results, we establish a Functional Strassen type result (Law of Iterated Logarithm) for the solution of a MV-SDEs.
As an application of our results, we establish a Functional Strassen type result (Law of Iterated Logarithm) for the solution of a MV-SDEs.
| Original language | English |
|---|---|
| Pages (from-to) | 1487-1540 |
| Number of pages | 41 |
| Journal | Annals of Applied Probability |
| Volume | 29 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - 19 Feb 2019 |
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