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Freidlin-Wentzell LDPs in path space for McKean-Vlasov equations and the Functional Iterated Logarithm Law. (arXiv:1708.04961v2 [math.PR] UPDATED)
来源于:arXiv
We show two Freidlin-Wentzell type Large Deviations Principles in path space
topologies (uniform and H\"older) for the solution process of McKean-Vlasov
Stochastic Differential Equations (MV-SDEs) using techniques addressing the
presence of the law in the coefficients directly and avoiding altogether
decoupling arguments or limits of particle systems. We provide existence and
uniqueness results along with several properties for a class of MV-SDEs having
random coefficients and drifts of super-linear growth .
As an application of our results, we establish a Functional Strassen type
result (Law of Iterated Logarithm) for the solution process of an MV-SDEs. 查看全文>>