Large deviations of reflected weakly interacting particle systems

Author:

Chen Ping1,Wei Rong2,Zhang Tusheng1

Affiliation:

1. School of Mathematical Sciences, University of Science and Technology of China, Hefei, 230026, China

2. School of Mathematics and Statistics, Anhui Normal University, Wuhu 241002, China

Publisher

Bernoulli Society for Mathematical Statistics and Probability

Reference21 articles.

1. Budhiraja, A. and Dupuis, P. (2000). A variational representation for positive functionals of infinite dimensional Brownian motion. Probab. Math. Statist. 20 39–61.

2. Walsh, J.B. (1986). An introduction to stochastic partial differential equations. In École D’été de Probabilités de Saint-Flour, XIV—1984. Lecture Notes in Math. 1180 265–439. Berlin: Springer. 10.1007/BFb0074920

3. Ikeda, N. and Watanabe, S. (1989). Stochastic Differential Equations and Diffusion Processes, 2nd ed. North-Holland Mathematical Library 24. Amsterdam: North-Holland.

4. Léonard, C. (1995). Large deviations for long range interacting particle systems with jumps. Ann. Inst. Henri Poincaré Probab. Stat. 31 289–323.

5. Adams, D., dos Reis, G., Ravaille, R., Salkeld, W. and Tugaut, J. (2022). Large deviations and exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear drifts. Stochastic Process. Appl. 146 264–310. 10.1016/j.spa.2021.12.017

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