Exit-time of mean-field particles system

DOI10.1051/ps/2019028zbMath1455.60047OpenAlexW3009532096MaRDI QIDQ5135951

Julian Tugaut

Publication date: 24 November 2020

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ps/2019028

zbMATH Keywords

large deviationsinteracting particle systemsmean-field systemsexit-problem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Large deviations (60F10)

Cites Work

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• Exit problem of McKean-Vlasov diffusions in convex landscapes
• Large deviations and a Kramers' type law for self-stabilizing diffusions

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