Large deviations for flows of interacting Brownian motions Export

@article{citeulike:5227075, 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.}, archivePrefix = {arXiv}, author = {Dorogovtsev, A. A. and Ostapenko, O. V.}, citeulike-article-id = {5227075}, citeulike-linkout-0 = {http://arxiv.org/abs/0907.3207}, citeulike-linkout-1 = {http://arxiv.org/pdf/0907.3207}, day = {18}, eprint = {0907.3207}, keywords = {brownian-motion, large-deviation, sde, stochastic-flow}, month = {Jul}, posted-at = {2009-07-22 11:23:34}, priority = {2}, title = {Large deviations for flows of interacting Brownian motions}, url = {http://arxiv.org/abs/0907.3207}, year = {2009} }

TY - JOUR ID - citeulike:5227075 L3 - citeulike-article-id:5227075 N2 - 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. TI - Large deviations for flows of interacting Brownian motions KW - brownian-motion KW - large-deviation KW - sde KW - stochastic-flow AU - Dorogovtsev, AA AU - Ostapenko, OV PY - 2009/Jul/18/ UR - http://arxiv.org/abs/0907.3207 ER -