Large deviations for flows of interacting Brownian motions

2009/07/18 by Dorogovtsev, A. A., Ostapenko, O. V.
#37L55 #60F10 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.0907.3207

Abstract

We establish the large deviation principle (LDP) for stochastic flows of interacting Brownian motions. In particular, we consider smoothly correlated flows, coalescing flows and Brownian motion stopped at a hitting moment.

Related

• Large Deviation Principle for Interacting Brownian Motions
• The Large Deviation Principle for Stochastic Flow of Stochastic Slow-Fast Motions
• Asymptotic Behavior of Stochastic Currents under Large Deviation Scaling\n with Mean Field Interaction and Vanishing Noise
• Large deviations for diffusions interacting through their ranks
• Large Deviation Principle for Some Measure-Valued Processes