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math.PR2020
Large deviations for singularly interacting diffusions
Jasper Hoeksema, Thomas Holding, Mario Maurelli +1
In this paper we prove a large deviation principle (LDP) for the empirical measure of a general system of mean-field interacting diffusions with singular drift (as the number of pa…
math.PR2020★ 6 cited
Non-explosion by Stratonovich noise for ODEs
Mario Maurelli
We show that the addition of a suitable Stratonovich noise prevents the explosion for ODEs with drifts of super-linear growth, in dimension . We also show the existence of…