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20172024
most citedFreidlin-Wentzell LDP in path space for McKean-Vlasov equations and the Functional Iterated Logarithm Law

77 citations · 129 across the 12 of their papers we have counts for

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Showing 2019 · math.PRShow all

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math.PR2019★ 2 cited

Rough functional quantization and the support of McKean-Vlasov equations

Thomas Cass, Goncalo dos Reis, William Salkeld

We prove a representation for the support of McKean Vlasov Equations. To do so, we construct functional quantizations for the law of Brownian motion as a measure over the (non-refl…