Large Deviation Principle for Neutral Type Mckean-Vlasov Stochastic Differential Equations

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.