On the small time large deviations of diffusion processes on configuration spaces.
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Publication:1879513
DOI10.1016/S0304-4149(00)00062-4zbMath1047.60081OpenAlexW2028580805WikidataQ127363544 ScholiaQ127363544MaRDI QIDQ1879513
Publication date: 22 September 2004
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(00)00062-4
Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (5)
Sample path large deviations for diffusion processes on configuration spaces over a Riemannian manifold ⋮ On the ergodicity of interacting particle systems under number rigidity ⋮ Harnack inequality on configuration spaces: the coupling approach and a unified treatment ⋮ Large deviation principle of stochastic differential equations with non-Lipschitzian coefficients ⋮ A study of a class of stochastic differential equations with non-Lipschitzian coefficients
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