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Large deviations principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections

Magdalena Kobylanski (2013)

Annales de l'I.H.P. Probabilités et statistiques

We establish a Large Deviations Principle for diffusions with Lipschitz continuous oblique reflections on regular domains. The rate functional is given as the value function of a control problem and is proved to be good. The proof is based on a viscosity solution approach. The idea consists in interpreting the probabilities as the solutions to some PDEs, make the logarithmic transform, pass to the limit, and then identify the action functional as the solution of the limiting equation.

Large population limit and time behaviour of a stochastic particle model describing an age-structured population

Viet Chi Tran (2008)

ESAIM: Probability and Statistics


We study a continuous-time discrete population structured by a vector of ages. Individuals reproduce asexually, age and die. The death rate takes interactions into account. Adapting the approach of Fournier and Méléard, we show that in a large population limit, the microscopic process converges to the measure-valued solution of an equation that generalizes the McKendrick-Von Foerster and Gurtin-McCamy PDEs in demography. The large deviations associated with this convergence are studied. The upper-bound...

Large scale behavior of semiflexible heteropolymers

Francesco Caravenna, Giambattista Giacomin, Massimiliano Gubinelli (2010)

Annales de l'I.H.P. Probabilités et statistiques

We consider a general discrete model for heterogeneous semiflexible polymer chains. Both the thermal noise and the inhomogeneous character of the chain (the disorder) are modeled in terms of random rotations. We focus on the quenched regime, i.e., the analysis is performed for a given realization of the disorder. Semiflexible models differ substantially from random walks on short scales, but on large scales a brownian behavior emerges. By exploiting techniques from tensor analysis and non-commutative...

Large scale behaviour of the spatial 𝛬 -Fleming–Viot process

N. Berestycki, A. M. Etheridge, A. Véber (2013)

Annales de l'I.H.P. Probabilités et statistiques

We consider the spatial 𝛬 -Fleming–Viot process model (Electron. J. Probab.15(2010) 162–216) for frequencies of genetic types in a population living in d , in the special case in which there are just two types of individuals, labelled 0 and 1 . At time zero, everyone in a given half-space has type 1, whereas everyone in the complementary half-space has type 0 . We are concerned with patterns of frequencies of the two types at large space and time scales. We consider two cases, one in which the dynamics...

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