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20072024
most citedFreidlin-Wentzell LDP in path space for McKean-Vlasov equations and the Functional Iterated Logarithm Law

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math.PR2019

Ito-Wentzell-Lions formula for measure dependent random fields under full and conditional measure flows

Goncalo dos Reis, Vadim Platonov

We present several Ito-Wentzell formulae on Wiener spaces for real-valued functional random field of Ito type that depend on measure flows. We distinguish the full- and the margina…