Asymptotic behavior of stochastic currents under large deviation scaling with mean field interaction and vanishing noise
DOI10.2422/2036-2145.202010_012zbMath1506.60037arXiv2007.12956OpenAlexW3205530015MaRDI QIDQ5870825
Michael Conroy, Amarjit Budhiraja
Publication date: 23 January 2023
Published in: ANNALI SCUOLA NORMALE SUPERIORE - CLASSE DI SCIENZE (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.12956
weak convergencestochastic controllarge deviation principlestochastic currentLaplace functionals of Brownian motions
Discrete-time Markov processes on general state spaces (60J05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Optimal stochastic control (93E20) Large deviations (60F10) Stochastic integrals (60H05) Convergence of probability measures (60B10)
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