Edinburgh Research Explorer

Invited speaker : Large Deviation Principles for McKean-Vlasov Equations in path space

Activity: Academic talk or presentation typesInvited talk

Invited speaker

17 Jul 2017

Abstract

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.

Event

Durham Symposium on Stochastic analysis: London Mathematical Society -- EPSRC Durham Symposium

Abbreviated titleStochastic Analysis
Conference number106
Duration10 Jul 201720 Jul 2017
Location of eventDurham
CityDurham
CountryUnited Kingdom
Web address (URL)
Degree of recognitionInternational event

Event: Conference

ID: 58553446