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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>>