Support theorem on stochastic flows with interaction

MaRDI QIDQ5430678zbMATH OpenFDO

Authors

Publication date 16 December 2007

zbMATH Keywords

stochastic flowStroock-Varadhan theoremsystems of interacting particles

Mathematics Subject Classification ID

Random measures (60G57) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

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(7)

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• A support theorem and a large deviation principle for Kunita flows
• Girsanov theorem for stochastic flows with interaction
• A support property for infinite-dimensional interacting diffusion processes
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• Large deviations of conservative stochastic partial differential equations
• Conservative SPDEs as fluctuating mean field limits of stochastic gradient descent

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