Freidlin-Wentzell LDP in path space for McKean-Vlasov equations and the functional iterated logarithm law (2019)

First Author: Dos Reis G
Attributed to:  Pathwise integration, Malliavin calculus and stochastic control funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1214/18-aap1416

Publication URI: http://dx.doi.org/10.1214/18-aap1416

Type: Journal Article/Review

Parent Publication: The Annals of Applied Probability

Issue: 3