Large deviations of reflected weakly interacting particle systems
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Publication:6565313
DOI10.3150/23-BEJ1664MaRDI QIDQ6565313FDOQ6565313
Authors: Ping Chen, Rong Wei, Tu-Sheng Zhang 
Publication date: 2 July 2024
Published in: Bernoulli (Search for Journal in Brave)
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large deviationweak convergenceinteracting particle systemsMcKean-Vlasov equationstochastic differential equation with reflectionsub-martingale problem
Large deviations (60F10) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35)
Cites Work
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- A variational representation for positive functionals of infinite dimensional Brownian motion
- Stochastic differential equations with reflecting boundary conditions
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- Diffusion processes with boundary conditions
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- Large deviations from the mckean-vlasov limit for weakly interacting diffusions
- Nonlinear reflecting diffusion process, and the propagation of chaos and fluctuations associated
- Large deviations for Langevin spin glass dynamics
- Large deviation properties of weakly interacting processes via weak convergence methods
- Large deviations for long range interacting particle systems with jumps
- Large deviations for interacting particle systems: Applications to non-linear filtering
- Empirical measure and small noise asymptotics under large deviation scaling for interacting diffusions
- Multilevel large deviations and interacting diffusions
- Large deviations for hierarchical systems of interacting jump processes
- A McKean-Vlasov SDE and particle system with interaction from reflecting boundaries
- Large deviations and exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear drifts
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