Large deviations for interacting diffusions with path-dependent McKean–Vlasov limit (original) (raw)
Related papers
Large deviations for small noise diffusions in a fast markovian environment
Electronic Journal of Probability, 2018
Journal of Theoretical Probability, 2021
Stochastic McKean-Vlasov equations
Nodea-nonlinear Differential Equations and Applications, 1995
A sample path large deviation principle for -martingale measure processes
Bulletin des Sciences Mathématiques, 1999
Large deviation properties of weakly interacting processes via weak convergence methods
The Annals of Probability, 2012
arXiv: Analysis of PDEs, 2019
McKean-Vlasov limit for interacting random processes in random media
Paolo Pra, Frank den Hollander
Journal of Statistical Physics, 1996
ANNALI SCUOLA NORMALE SUPERIORE - CLASSE DI SCIENZE, 2021
Comparison of interacting diffusions and an application to their ergodic theory
Probability Theory and Related Fields, 1996
On Ergodic Measures for McKean-Vlasov Stochastic Equations
Monte Carlo and Quasi-Monte Carlo Methods 2004
McKean–Vlasov SDEs under measure dependent Lyapunov conditions
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 2021
Large Deviations for Small Noise Diffusions Over Long Time
arXiv (Cornell University), 2022
Large deviation principle for stochastic evolution equations
Probability Theory and Related Fields, 1994
Large deviations asymptotics for unbounded additive functionals of diffusion processes
2022
Weak existence and uniqueness for McKean–Vlasov SDEs with common noise
The Annals of Probability, 2021
Measure-Valued Diffusions and Continual Systems of Interacting Particles in a Random Medium
Ukrainian Mathematical Journal, 2005
Large deviations for interacting Bessel-like processes and applications to systemic risk
Large deviations for Markov-modulated diffusion processes with rapid switching
Stochastic Processes and their Applications, 2015
A Large-Deviation Principle for Random Evolution Equations
Bernoulli, 2000
Diffusion approximation of systems with weakly ergodic Markov perturbations. I
Theory of Probability and Mathematical Statistics, 2014
arXiv (Cornell University), 2019
Self-Interacting Diffusions IV: Rate of Convergence
Michel Benaïm, Olivier Raimond
Electronic Journal of Probability, 2011
Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes
Transactions of the American Mathematical Society, 2015
On Interacting Systems of Hilbert-Space-Valued Diffusions
Applied Mathematics and Optimization, 1998
Asymptotic Properties of Stochastic Semilinear Equations by the Method of Lower Measures
Colloquium Mathematicum, 1997
Large deviations of the stochastic area for linear diffusions
arXiv (Cornell University), 2023
Strong approximation of diffusion processes by transport processes
Kyoto Journal of Mathematics, 1979
The Annals of Probability, 2004
Parametric Inference for Ergodic McKean-Vlasov Stochastic Differential Equations
2023
2002
A Stochastic Gronwall Lemma and Well-Posedness of Path-Dependent SDEs Driven by Martingale Noise
ALEA Latin American Journal of Probability and Mathematical Statistics, 2021
Large deviations for invariant measures of general stochastic reaction–diffusion systems
Comptes Rendus Mathematique, 2003
Annales de l'Institut Henri Poincare (B) Probability and Statistics, 2005
A Bakry-Emery Criterion for Self-Interacting Diffusions
Progress in Probability, 2008
Large deviations for Markov processes with mean field interaction and unbounded jumps
Probability Theory and Related Fields, 1994