Large deviations for hierarchical systems of interacting jump processes
From MaRDI portal
Publication:1383174
DOI10.1023/A:1021690707556zbMath0901.60053MaRDI QIDQ1383174
Boualem Djehiche, Alexander Schied
Publication date: 11 November 1998
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Orlicz spacelarge deviationsweak interactionmeasure-valued processepidemic processMcKean-Vlasov limittwo-level hierarchical interaction
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (7)
Finite state graphon games with applications to epidemics ⋮ Some large deviations principles for time-changed Gaussian processes ⋮ Mean-field risk sensitive control and zero-sum games for Markov chains ⋮ Large deviations of Kac's conservative particle system and energy nonconserving solutions to the Boltzmann equation: a counterexample to the predicted rate function ⋮ A stochastic maximum principle for Markov chains of mean-field type ⋮ Large deviation properties of weakly interacting processes via weak convergence methods ⋮ Optimal control and zero-sum games for Markov chains of mean-field type
This page was built for publication: Large deviations for hierarchical systems of interacting jump processes
