Large deviations and Nelson processes

DOI10.1515/FORM.1995.7.95MaRDI QIDQ4322421zbMATH OpenOpenAlexFDO

Authors Patrick Cattiaux, Christian Léonard

Publication date 17 July 1995

Published in Forum Mathematicum (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/186450

zbMATH Keywords

degenerate diffusion processesempirical processeslarge deviation principle

Mathematics Subject Classification ID

Large deviations (60F10) Random measures (60G57) Diffusion processes (60J60) Stochastic mechanics (including stochastic electrodynamics) (81P20)

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Cited in

(11)

• Time reversal and reflected diffusions
• Stochastic optimal transport revisited
• The mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities
• Quenched large deviations for interacting diffusions in random media
• Uniqueness for a weak nonlinear evolution equation and large deviations for diffusing particles with electrostatic repulsion
• Particles systems and numerical schemes for mean reflected stochastic differential equations
• A survey of the Schrödinger problem and some of its connections with optimal transport
• A liapunov-type theorem for nelson diffusions and nonattainability of nodes
• An entropy minimization approach to second-order variational mean-field games
• Lagrangian uncertainty quantification and information inequalities for stochastic flows
• Deviations bounds and conditional principles for thin sets

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