Finite Kullback information diffusion laws with fixed marginals and associated large deviations functionals

DOI10.1016/0304-4149(93)90030-8zbMath0769.60072OpenAlexW2061038912MaRDI QIDQ1208948

Marc Brunaud

Publication date: 16 May 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(93)90030-8

zbMATH Keywords

Wiener processdiffusion processesVenttsel'-Frejdlin action functionalMcKean-Vlasov limiting equation

Mathematics Subject Classification ID

Diffusion processes (60J60) Large deviations (60F10) PDEs in connection with quantum mechanics (35Q40)

Related Items (1)

McKean-Vlasov limit for interacting random processes in random media.

Cites Work

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• Large deviations from the mckean-vlasov limit for weakly interacting diffusions

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