Large deviations from the mckean-vlasov limit for weakly interacting diffusions

DOI10.1080/17442508708833446zbMath0613.60021OpenAlexW2082199927WikidataQ56689519 ScholiaQ56689519MaRDI QIDQ4720466

Jürgen Gärtner, Donald A. Dawson

Publication date: 1987

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508708833446

zbMATH Keywords

empirical measuresMcKean-Vlasov limitcoupled Ito equationslarge deviation result for interacting diffusions

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Large deviations (60F10)

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• On Large Deviations from the Invariant Measure

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