Large deviation properties of weakly interacting processes via weak convergence methods (Q662424)

From MaRDI portal
!
WARNING

This is the item page for this Wikibase entity, intended for internal use and editing purposes.

scientific article; zbMATH DE number 6008834
Language Label Description Also known as
default for all languages
No label defined
    English
    Large deviation properties of weakly interacting processes via weak convergence methods
    scientific article; zbMATH DE number 6008834

      Statements

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

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references