Large deviation principle for slow-fast McKean-Vlasov SDEs

Key Points

• The large deviation principle indicates how certain stochastic dynamics behave under rare fluctuations, enhancing our understanding of system stability.
• Key findings are established for systems where noise intensity approaches zero, particularly highlighting distributional dependencies.
• Main techniques employed are the Poisson equation and weak convergence to derive the large deviation principle effectively.
• This framework offers insights into complex stochastic processes, motivating further exploration in related systems and applications.