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$