Large deviations for flows of interacting Brownian motions

DOI10.1142/S0219493710002978MaRDI QIDQ4932786zbMATH OpenOpenAlexFDO

Authors A. A. Dorogovtsev, O. V. Ostapenko

Publication date 7 October 2010

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0907.3207

zbMATH Keywords

Arratia's flowlarge deviationsstochastic flowstochastic partial differential equations

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We establish the large deviation principle (LDP) for stochastic flows of interacting Brownian motions. In particular, we consider smoothly correlated flows, coalescing flows and Brownian motion stopped at a hitting moment.

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• A class of quasilinear stochastic partial differential equations of McKean-Vlasov type with mass conservation
• A stochastic Navier-Stokes equation for the vorticity of a two-dimensional fluid
• scientific article; zbMATH DE number 1001278 (Why is no real title available?)
• scientific article; zbMATH DE number 43057 (Why is no real title available?)
• Large deviations for infinite dimensional stochastic dynamical systems
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• Some remarks on a Wiener flow with coalescence

Cited in

(12)

• Large deviations for stochastic flows and their applications
• Large deviations and gradient flows for the Brownian one-dimensional hard-rod system
• Large deviations for the interchange process on the interval and incompressible flows
• Large-deviation principle for interacting Brownian motions
• Random dynamical systems generated by coalescing stochastic flows on \(\mathbb{R}\)
• Support theorem on stochastic flows with interaction
• Gaussian structure in coalescing stochastic flows
• On conditioning Brownian particles to coalesce
• Coalescing-fragmentating Wasserstein dynamics: particle approach
• Reversible coalescing-fragmentating Wasserstein dynamics on the real line
• Large deviations of conservative stochastic partial differential equations
• Conservative SPDEs as fluctuating mean field limits of stochastic gradient descent

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