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Volumn 40, Issue 1, 2012, Pages 74-102

Large deviation properties of weakly interacting processes via weak convergence methods

Author keywords

Delay; Interacting random processes; Large deviations; Martingale problem; McKean Vlasov equation; Optimal stochastic control; Stochastic differential equation; Weak convergence

Indexed keywords


EID: 84865069712     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/10-AOP616     Document Type: Article
Times cited : (104)

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