{ "id": "0907.3207", "version": "v1", "published": "2009-07-18T11:13:20.000Z", "updated": "2009-07-18T11:13:20.000Z", "title": "Large deviations for flows of interacting Brownian motions", "authors": [ "A. A. Dorogovtsev", "O. V. Ostapenko" ], "comment": "29 pages", "categories": [ "math.PR" ], "abstract": "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.", "revisions": [ { "version": "v1", "updated": "2009-07-18T11:13:20.000Z" } ], "analyses": { "subjects": [ "60F10", "37L55" ], "keywords": [ "interacting brownian motions", "large deviation principle", "stochastic flows", "smoothly correlated flows", "coalescing flows" ], "note": { "typesetting": "TeX", "pages": 29, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2009arXiv0907.3207D" } } }