Large deviations for interacting diffusions with path-dependent McKean-Vlasov limit
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Publication:2117459
DOI10.1214/21-AAP1692zbMath1485.60027arXiv1912.00440OpenAlexW4283387116MaRDI QIDQ2117459
Rangel Baldasso, Guilherme Reis, Alan Pereira
Publication date: 21 March 2022
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1912.00440
Diffusion processes (60J60) Large deviations (60F10) PDEs with randomness, stochastic partial differential equations (35R60)
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