Large deviations of reflected weakly interacting particle systems

DOI10.3150/23-BEJ1664MaRDI QIDQ6565313zbMATH OpenFDO

Authors Ping Chen, Rong Wei, Tu-Sheng Zhang

Publication date 2 July 2024

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3150/23-BEJ1664

zbMATH Keywords

interacting particle systemslarge deviationMcKean-Vlasov equationstochastic differential equation with reflectionsub-martingale problemweak convergence

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

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Cites work

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• Stochastic differential equations with reflecting boundary conditions

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