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