Large deviations for flows of interacting Brownian motions

Details Large deviations for flows of interacting Brownian motions Large deviations for flows of interacting Brownian motions

2009-07-18

arxiv.org/abs/0907.3207v1

Mathematics

Probability

29 pages

Scientific paper

We establish the large deviation principle (LDP) for stochastic flows of
interacting Brownian motions. In particular, we consider smoothly correlated
flows, coalescing flows and Brownian motion stopped at a hitting moment.

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