Large deviation properties of weakly interacting processes via weak convergence methods (Q662424): Difference between revisions

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Latest revision as of 09:33, 30 July 2024

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Large deviation properties of weakly interacting processes via weak convergence methods
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    Large deviation properties of weakly interacting processes via weak convergence methods (English)
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    22 February 2012
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    large deviations
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    interacting random processes
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    McKean-Vlasov equation
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    stochastic differential equation
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    delay
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    weak convergence
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    martingale problem
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    optimal stochastic control
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