@article{AIHPB_1995__31_2_289_0, author = {L\'eonard, Christian}, title = {Large deviations for long range interacting particle systems with jumps}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, pages = {289--323}, publisher = {Gauthier-Villars}, volume = {31}, number = {2}, year = {1995}, mrnumber = {1324810}, zbl = {0839.60032}, language = {en}, url = {http://www.numdam.org/item/AIHPB_1995__31_2_289_0/} }
TY - JOUR AU - Léonard, Christian TI - Large deviations for long range interacting particle systems with jumps JO - Annales de l'I.H.P. Probabilités et statistiques PY - 1995 SP - 289 EP - 323 VL - 31 IS - 2 PB - Gauthier-Villars UR - http://www.numdam.org/item/AIHPB_1995__31_2_289_0/ LA - en ID - AIHPB_1995__31_2_289_0 ER -
%0 Journal Article %A Léonard, Christian %T Large deviations for long range interacting particle systems with jumps %J Annales de l'I.H.P. Probabilités et statistiques %D 1995 %P 289-323 %V 31 %N 2 %I Gauthier-Villars %U http://www.numdam.org/item/AIHPB_1995__31_2_289_0/ %G en %F AIHPB_1995__31_2_289_0
Léonard, Christian. Large deviations for long range interacting particle systems with jumps. Annales de l'I.H.P. Probabilités et statistiques, Tome 31 (1995) no. 2, pp. 289-323. http://www.numdam.org/item/AIHPB_1995__31_2_289_0/
[BAB] Méthode de Laplace. Étude variationnelle des fluctuations de diffusions de type « champ moyen », Stochastics and Stoch. Rep., Vol. 31, 1990, pp. 79-144. | MR | Zbl
and ,[Bil] Convergence of probability measures, J. Wiley and Sons, New York, 1968. | MR | Zbl
,[Bru] Finite Kullback information diffusion laws with fixed marginals and associated large deviations functionals, Stoch. Proc. and Appl., Vol. 44, 1993, pp. 329-345. | MR | Zbl
,[CaL] Minimization of the Kullback information of diffusion processes, Ann. Inst. Henri Poincaré, Vol. 30, 1994, pp. 83-132. | Numdam | MR | Zbl
and ,[Com] Nucleation for a longe range magnetic model, Ann. Inst. Henri Poincaré, Vol. 23, No. 2, 1987, pp. 137-178. | Numdam | MR | Zbl
,[Daw] Critical dynamics and fluctuations for a mean-field model of cooperative behavior, Journal of Statistical Physics, t. 31, No. 1, 1983, pp. 29-85. | MR
,[DeS] Large Deviations, Pure and Applied Mathematics, Vol. 137, 1987, Academic Press, Boston. | MR | Zbl
and ,[DaG] Large deviations from the McKean-Vlasov limit for weakly interacting diffusions, Stochastics and Stoch. Rep., Vol. 20, 1987, pp. 247-308. | MR | Zbl
and ,[DZe] Large Deviations Techniques and Applications, Jones and Bartlett Publishers, 1993. | MR | Zbl
and ,[EiE] Symmetry breaking and random waves for magnetic sytems on a circle, Z. Wahrsch. verw. Geb., Vol. 63, 1978, p. 297. | MR | Zbl
and ,[Fen] Large deviations for empirical process of mean field interacting particle system with unbounded jumps, to appear in Ann. Probab. | MR | Zbl
,[Fö1] An entropy approach to the time reversal of diffusion processes. Proc. 4th IFIP Workshop on Stochastic Differential Equations, 1985, M. MÉTIVIER and E. PARDOUX, Eds., Lecture Notes in Control and Information Sciences, Springer Verlag. | MR | Zbl
,[Fö2] Random Fields and Diffusion Processes. Cours à l'École d'été de Probabilités de Saint-Flour, 1988, Lecture Notes in Mathematics, Vol. 1362, Springer Verlag. | MR | Zbl
,[Gär] On the McKean-Vlasov limit for interacting diffusions, Math. Nach., Vol. 137, 1988, pp. 197-248. | MR | Zbl
,[Jac] Calcul stochastique et problèmes de martingales. Lecture Notes in Mathematics, Vol. 714, 1979, Springer-Verlag. | MR | Zbl
,[KRu] Convex functions and Orlicz spaces, 1961, P. Noordhoff Ltd. | MR | Zbl
and ,[Lé1] Une loi des grands nombres pour des systèmes de diffusion avec interaction et à coefficients non bornés, Ann. Inst. Henri Poincaré, Vol. 22, No. 2, 1986, pp. 237-262. | Numdam | MR | Zbl
,[Lé2] Some epidemic systems are long range interacting particle systems, in Stochastic Processes in Epidemic Theory, 1990, Lecture Notes in Biomathematics, Vol. 86. | Zbl
,[Lé3] Large deviations for particle systems associated with spatially homogeneous Boltzmann type equations, Prob. Th. Rel. Fields, Vol. 101, No. 1, 1995, pp. 1-44. | MR | Zbl
,[McK] Propagation of chaos for a class of nonlinear parabolic equations. Catholic University (Washington D. C.), Lecture Series in Differential Equations, 1967.
,[Nev] Martingales à temps discret, Masson, 1972. | MR
,[Oel] A martingale approach to the law of large numbers for weakly interacting stochastic processes, Ann. Probab., Vol. 12, No. 2, 1984, pp. 458-479. | MR | Zbl
,[Rac] Probability metrics and the stability of stochastic models, J. Wiley, New York, 1991. | MR | Zbl
,[ShT] Central limit theorem for a system of Markovian particles with mean field interactions. Z. Wahrsch. verw. Geb., Vol. 69, 1985, pp. 439-459. | MR | Zbl
and ,[Sug] Large deviations for Markov process of jump type with mean field interactions, Preprint, 1990.
,[Sz1] Nonlinear reflecting diffusion process, the propagation of chaos and fluctuations associated, J. Funct. Anal., Vol. 56, 1984, pp. 311-336. | MR | Zbl
,[Sz2] Equations de type Boltzmann, spatialement homogènes, Z. Wahrsch. verw. Geb., Vol. 66, 1984, pp. 559-592. | MR | Zbl
,[Sz3] Cours à l'école d'été de probabilités de Saint-Flour, 1989, Lecture Notes in Mathematics, Vol. 1464, 1991. | Zbl
,[Tan] Limit theorems for certain diffusion processes with interaction, Proc. Tanigushi Int. Symp. of Stoch. Anal., 1982. | Zbl
,[Var] Asymptotic Probabilities and Differential Equations, Comm. Pure Appl. Math., Vol. 1, 1966, pp. 261-286. | MR | Zbl
,