Title of article :
Uniqueness for a weak nonlinear evolution equation and large deviations for diffusing particles with electrostatic repulsion
Author/Authors :
J Fontbona، نويسنده , , J.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
Pages :
26
From page :
119
To page :
144
Abstract :
We use hydrodynamics techniques to study the large deviations properties of the McKean–Vlasov model with singular interactions introduced by Cépa and Lépingle (Probab. Theory Related Fields 107 (1997) 429). In a general framework, we prove upper bounds and exponential tightness, and study the action functional. The study of lower bounds is much harder and requires a uniqueness result for a class of nonlinear evolution equations. In the case of interacting Ornstein–Uhlenbeck particles, we prove a general uniqueness statement by extending techniques of Cabannal-Duvillard and Guionnet (Ann. Probab. 29 (2001) 1205). Using this result we deduce some lower bounds for interacting particles with constant diffusion coefficient and general drift terms.
Keywords :
Singular McKean–Vlasov model , Nonlinear PDE , Large deviations
Journal title :
Stochastic Processes and their Applications
Serial Year :
2004
Journal title :
Stochastic Processes and their Applications
Record number :
1577423
Link To Document :
بازگشت