Top-level heading

Enhanced Sanov theorem for Brownian rough paths and an application to interacting particles

Categoria
Seminari di Probabilità
Data e ora inizio evento
Data e ora fine evento
Aula
Aula C
Sede

Dipartimento di Matematica Guido Castelnuovo, Sapienza Università di Roma

Speaker

Mauro Maurelli (WIAS, Berlin)

We establish a Sanov type large deviation principle for an ensemble of interacting Brownian rough paths. As application a large deviations principle for the (k-layer, enhanced) empirical measure of weakly interacting diffusions is obtained. This in turn impli$