English

A gradient flow approach to large deviations for diffusion processes

Probability 2014-05-16 v1 Mathematical Physics Analysis of PDEs Functional Analysis math.MP

Abstract

In this work, we investigate links between the formulation of the flow of marginals of reversible diffusion processes as gradient flows in the space of probability measures and path wise large deviation principles for sequences of such processes. An equivalence between the LDP principle and Gamma-convergence for a sequence of functionals appearing in the gradient flow formulation is proved. As an application, we study large deviations from the hydrodynamic limit for two variants of the Ginzburg-Landau model endowed with Kawasaki dynamics.

Keywords

Cite

@article{arxiv.1405.3910,
  title  = {A gradient flow approach to large deviations for diffusion processes},
  author = {Max Fathi},
  journal= {arXiv preprint arXiv:1405.3910},
  year   = {2014}
}

Comments

38 pages. Comments are welcome

R2 v1 2026-06-22T04:15:10.760Z