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LARGE DEVIATION PRINCIPLE FOR NEUTRAL TYPE MCKEAN-VLASOV STOCHASTIC DIFFERENTIAL EQUATIONS

delete2026-04-01
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PRE
AI
W
Wang, Zhaohang
H
Hu, Junhao *
Y
Yuan, Chenggui
DOI：10.3934/cpaa.2026054delete
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Abstract

Abstract

En 中文
. This paper investigates neutral-type McKean-Vlasov stochastic differential equations in which the drift and diffusion coefficients depend on both the segment process and its distribution. Under a one-sided Lipschitz condition on the drift coefficient, we establish a Freidlin-Wentzell-type large deviation principle for the solution process by using the extended contraction principle combined with an exponential approximation technique. Our results extend existing large deviation principles for McKean-Vlasov equations to the neutral case.
Keywords:
McKean-Vlasov SDEs
large deviation principle
rate function
expo-nential equivalent

Journal

C
COMMUNICATIONS ON PURE AND APPLIED ANALYSIS
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0.9
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swansea university
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