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math.PR2020★ 41 cited
Large Deviations and Exit-times for reflected McKean-Vlasov equations with self-stabilizing terms and superlinear drifts
Daniel Adams, Gonçalo dos Reis, Romain Ravaille +2
We study a class of reflected McKean-Vlasov diffusions over a convex domain with self-stabilizing coefficients. This includes coefficients that do not satisfy the classical Wassers…
math.PR2020
Small ball probabilities, metric entropy and Gaussian rough paths
William Salkeld
We study the Small Ball Probabilities (SBPs) of Gaussian rough paths. While many works on rough paths study the Large Deviations Principles (LDPs) for stochastic processes driven b…