{
  "id": "2208.10702",
  "version": "v1",
  "published": "2022-08-23T02:56:34.000Z",
  "updated": "2022-08-23T02:56:34.000Z",
  "title": "Mckean-Vlasov stochastic differential equations with oblique reflection on non-smooth time dependent domains",
  "authors": [
    "Rong Wei",
    "Saisai Yang",
    "Jianliang Zhai"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2022-08-23T02:56:34.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "mckean-vlasov stochastic differential equation",
      "non-smooth time dependent domain",
      "oblique reflection",
      "fredlin-wentzell type large deviations principle"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}