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Original Articles

Large deviations from the mckean-vlasov limit for weakly interacting diffusions

Donald A. Dawsont Department of Mathematics and Statistics, Carleton University, Ottawa, Canada
&
Jürgen Gärtner Karl-WeierstraB-Institut fur Mathematik, DDR-1086 Berlin, PF1304, G.D.R
Pages 247-308 | Published online: 01 Feb 2010

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Xun Li, Allen H. Tai & Fei Tian. (2021) A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application. International Journal of Control 94:1, pages 175-189.
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Julian Tugaut. (2014) Phase transitions of McKean–Vlasov processes in double-wells landscape. Stochastics 86:2, pages 257-284.
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N. I. Mahmudov & M. A. McKibben. (2006) Abstract Second-Order Damped McKean-Vlasov Stochastic Evolution Equations. Stochastic Analysis and Applications 24:2, pages 303-328.
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David N. Keck & Mark A. McKibben. (2003) On a McKean‐Vlasov Stochastic Integro‐differential Evolution Equation of Sobolev‐Type. Stochastic Analysis and Applications 21:5, pages 1115-1139.
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René Ferland & Jean-Claude Roberge. (1994) Binomial Boltzmann processes: Convergence of the fluctuations. Transport Theory and Statistical Physics 23:6, pages 871-891.
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Victor Pérez-Abreu & Constantin Tudor. (1994) Large deviations for stochastic evolution equations in duals of nuclear frechet spaces. Stochastic Analysis and Applications 12:2, pages 249-260.
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Robert sh. Liptser & Anatolii a. pukhalskii. (1992) Limit theorems on large deviations for semimartingales. Stochastics and Stochastic Reports 38:4, pages 201-249.
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Claude Kipnis & Stefano Olla. (1990) Large deviations from the hydrodynamical limit for a system of independent brownian particles. Stochastics and Stochastic Reports 33:1-2, pages 17-25.
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Gérard Ben Arous & Marc Brunaud. (1990) Methode de laplace: etude variationnelle des fluctuations de diffusions de type. Stochastics and Stochastic Reports 31:1-4, pages 79-144.
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