The enhanced Sanov theorem and propagation of chaos

DOI10.1016/J.SPA.2017.09.010zbMath1434.60313arXiv1602.08043OpenAlexW2282204121MaRDI QIDQ1635900

Mario Maurelli, Peter K. Friz, Martin Slowik, Jean-Dominique Deuschel

Publication date: 1 June 2018

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.08043

zbMATH Keywords

Brownian rough pathsenhanced Sanov theoremMcKean-Vlasov type limit

Mathematics Subject Classification ID

Large deviations (60F10) Rough paths (60L20)

Related Items (5)

Pathwise McKean-Vlasov theory with additive noise ⋮ Solving mean field rough differential equations ⋮ Large deviations for interacting particle systems: joint mean-field and small-noise limit ⋮ Small ball probabilities, metric entropy and Gaussian rough paths ⋮ Propagation of chaos for mean field rough differential equations

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