Moderate Deviations for Mean Field Particle Models

Details Moderate Deviations for Mean Field Particle Models Moderate Deviations for Mean Field Particle Models

2012-04-15

arxiv.org/abs/1204.3308v1

Mathematics

Probability

Scientific paper

This article is concerned with moderate deviation principles of a general class of mean eld type interacting particle models. We discuss functional moderate deviations of the occupation measures for both the strong -topology on the space of fi nite and bounded measures as well as for the corresponding stochastic processes on some class of functions equipped with the uniform topology. Our approach is based on an original semigroup analysis combined with stochastic perturbation techniques and projective limit large deviation methods.

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