LARGE DEVIATIONS FOR FLOWS OF INTERACTING BROWNIAN MOTIONS

DOI10.1142/S0219493710002978zbMath1205.60056arXiv0907.3207OpenAlexW2963170866MaRDI QIDQ4932786

Andrey A. Dorogovtsev, O. V. Ostapenko

Publication date: 7 October 2010

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0907.3207

zbMATH Keywords

stochastic partial differential equationslarge deviationsstochastic flowArratia's flow

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (5)

Random dynamical systems generated by coalescing stochastic flows on ℝ ⋮ Gaussian structure in coalescing stochastic flows ⋮ On conditioning Brownian particles to coalesce ⋮ Coalescing-fragmentating Wasserstein dynamics: particle approach ⋮ Reversible coalescing-fragmentating Wasserstein dynamics on the real line

Cites Work

• Macroscopic limits for stochastic partial differential equations of McKean-Vlasov type
• Large deviations for infinite dimensional stochastic dynamical systems
• A class of quasilinear stochastic partial differential equations of McKean-Vlasov type with mass conservation
• A stochastic Navier-Stokes equation for the vorticity of a two-dimensional fluid
• Some remarks on a Wiener flow with coalescence
• Unnamed Item
• Unnamed Item

This page was built for publication: LARGE DEVIATIONS FOR FLOWS OF INTERACTING BROWNIAN MOTIONS