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arXiv:0907.3207 [math.PR]AbstractReferencesReviewsResources

Large deviations for flows of interacting Brownian motions

A. A. Dorogovtsev, O. V. Ostapenko

Published 2009-07-18Version 1

We establish the large deviation principle (LDP) for stochastic flows of interacting Brownian motions. In particular, we consider smoothly correlated flows, coalescing flows and Brownian motion stopped at a hitting moment.

Comments: 29 pages
Categories: math.PR
Subjects: 60F10, 37L55
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