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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 2020Show all

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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…