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Large deviations for singularly interacting diffusions

Published:2024-02-01 Issue:1 Volume:60 Page:
ISSN:0246-0203
Container-title:Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
language:
Short-container-title:Ann. Inst. H. Poincaré Probab. Statist.

Author:

Hoeksema Jasper¹,Holding Thomas²,Maurelli Mario³,Tse Oliver¹

Affiliation:

1. Department of Mathematics and Computer Science, Eindhoven University of Technology, 5600 MB Eindhoven, The Netherlands

2. Department of Mathematics, Imperial College London, Huxley Building, South Kensington Campus, London, SW7 2AZ, United Kingdom

3. Dipartimento di Matematica, Università di Pisa, Largo Bruno Pontecorvo 5, 56127 Pisa, Italy

Publisher

Institute of Mathematical Statistics

Reference62 articles.

1. A.-S. Sznitman. Brownian Motion, Obstacles and Random Media. Springer Monographs in Mathematics. Springer-Verlag, Berlin, 1998.

2. M. Röckner and X. Zhang. Well-posedness of distribution dependent SDEs with singular drifts. Bernoulli 27 (2021) 1131–1158.

3. W. Hoeffding. Probability inequalities for sums of bounded random variables. J. Amer. Statist. Assoc. 58 (1963) 13–30.

4. N. V. Krylov and M. Röckner. Strong solutions of stochastic equations with singular time dependent drift. Probab. Theory Related Fields 131 (2005) 154–196.

5. D. A. Dawson and J. Gärtner. Large deviations from the McKean–Vlasov limit for weakly interacting diffusions. Stochastics 20 (1987) 247–308.

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