The enhanced Sanov theorem and propagation of chaos

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dc.contributor.authorDeuschel, Jean-Dominique
dc.contributor.authorFriz, Peter K.
dc.contributor.authorMaurelli, Mario
dc.contributor.authorSlowik, Martin
dc.date.accessioned2016-06-23T05:45:06Z
dc.date.available2019-06-28T08:10:15Z
dc.date.issued2016
dc.description.abstractWe establish a Sanov type large deviation principle for an ensemble of interacting Brownian rough paths. We give also an application to propagation of chaos for a class for interacting diffusions with limit of McKean-Vlasov type.eng
dc.description.versionpublishedVersioneng
dc.identifier.urihttps://oa.tib.eu/renate/handle/123456789/2718
dc.language.isoengeng
dc.publisherCambridge : arXiveng
dc.relation.urihttp://arxiv.org/abs/1602.08043
dc.rights.licenseThis document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties.eng
dc.rights.licenseDieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden.ger
dc.subject.ddc510eng
dc.subject.otherProbabilityeng
dc.titleThe enhanced Sanov theorem and propagation of chaoseng
dc.typeReporteng
dc.typeTexteng
tib.accessRightsopenAccesseng
wgl.contributorWIASeng
wgl.subjectMathematikeng
wgl.typeReport / Forschungsbericht / Arbeitspapiereng
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