Large deviations for flows of interacting Brownian motions
Probability
2009-07-21 v1
Abstract
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.
Cite
@article{arxiv.0907.3207,
title = {Large deviations for flows of interacting Brownian motions},
author = {A. A. Dorogovtsev and O. V. Ostapenko},
journal= {arXiv preprint arXiv:0907.3207},
year = {2009}
}
Comments
29 pages