CC BY 4.0 UnportedDeuschel, Jean-DominiqueFriz, Peter K.Maurelli, MarioSlowik, Martin2022-06-222022-06-222017https://oa.tib.eu/renate/handle/123456789/9121https://doi.org/10.34657/8159We establish a Sanov type large deviation principle for an ensemble of interacting Brownian rough paths. As application a large deviations for the (-layer, enhanced) empirical measure of weakly interacting diffusions is obtained. This in turn implies a propagation of chaos result in a space of rough paths and allows for a robust analysis of the particle system and its McKean–Vlasov type limit, as shown in two corollaries.enghttps://creativecommons.org/licenses/by/4.0/510Computer simulationStatisticsBrownianEmpirical measureLarge deviation principleLarge deviationsP systemsRobust analysisSanov theoremStochastic systemsArticle