Large Deviations for Diffusions Interacting Through Their Ranks (Q2812290)

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Large Deviations for Diffusions Interacting Through Their Ranks
scientific article

    Statements

    title
    Large Deviations for Diffusions Interacting Through Their Ranks (English)
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    author
    Amir Dembo
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    Mykhaylo Shkolnikov
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    Ofer Zeitouni
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    publication date
    16 June 2016
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    zbMATH Keywords
    interacting diffusions
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    large deviations
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    McKean-Vlasov equation
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    Identifiers

    DOI
    10.1002/cpa.21640
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    Mathematics Subject Classification ID
    60F10
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    60J60
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    60K35
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    60H10
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    zbMATH DE Number
    6594249
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