2 papers
math.PR2025
Large deviation principle for generalized multiple intersection local times of multidimensional Brownian motion
Andrey A. Dorogovtsev, Naoufel Salhi
In this paper we consider examples of positive generalized Wiener functions and we establish a large deviation principle for the generalized multiple intersection local time of the…
math.PR2025
Maximum principle for optimal control of interacting particle system: stochastic flow model
Andrey A. Dorogovtsev, Yuecai Han, Kateryna Hlyniana +1
In this paper, we consider the stochastic optimal control problem for the interacting particle system. We obtain the stochastic maximum principle of the optimal control system by i…