Large deviations for interacting multiscale particle systems
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Publication:2105066
DOI10.1016/j.spa.2022.09.010OpenAlexW3095306929MaRDI QIDQ2105066
Z. W. Bezemek, Konstantinos V. Spiliopoulos
Publication date: 8 December 2022
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2011.03032
Related Items
Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs ⋮ Rate of homogenization for fully-coupled McKean–Vlasov SDEs ⋮ Small noise asymptotics of multi-scale McKean-Vlasov stochastic dynamical systems ⋮ Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs ⋮ Functional law of large numbers and central limit theorem for slow-fast McKean-Vlasov equations ⋮ Importance sampling for the empirical measure of weakly interacting diffusions ⋮ Poisson Equation on Wasserstein Space and Diffusion Approximations for Multiscale McKean–Vlasov Equation
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