Mckean-Vlasov stochastic differential equations with oblique reflection on non-smooth time dependent domains

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.