论文标题
McKean-Vlasov随机微分方程在非平滑时间依赖性域上具有倾斜反射
Mckean-Vlasov stochastic differential equations with oblique reflection on non-smooth time dependent domains
论文作者
论文摘要
在本文中，我们考虑了一类McKean-Vlasov随机微分方程，并在非平滑时间依赖性域中具有倾斜反射。我们建立了此类的存在和独特性结果，解决了混乱的传播，并证明了弗雷德林 - 温泽尔型大偏差原理（LDP）。主要困难之一是通过设置非平滑时间依赖性域而提出的。为了证明LDP是适合McKean-Vlasov随机微分方程的足够条件，它起着重要作用。
In this paper, we consider a class of Mckean-Vlasov stochastic differential equation with oblique reflection over an non-smooth time dependent domain. We establish the existence and uniqueness results of this class, address the propagation of chaos and prove a Fredlin-Wentzell type large deviations principle (LDP). One of the main difficulties is raised by the setting of non-smooth time dependent domain. To prove the LDP, a sufficient condition for the weak convergence method, which is suitable for Mckean-Vlasov stochastic differential equation, plays an important role.
