Large deviations from a macroscopic scaling limit for particle systems with Kac interaction and random potential
Mustapha Mourragui, Enza Orlandi (2007)
Annales de l'I.H.P. Probabilités et statistiques
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Mustapha Mourragui, Enza Orlandi (2007)
Annales de l'I.H.P. Probabilités et statistiques
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Jean Bertoin, Jean-François Le Gall (2005)
Annales de l'I.H.P. Probabilités et statistiques
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Kijung Lee, Carl Mueller, Jie Xiong (2009)
Annales de l'I.H.P. Probabilités et statistiques
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For a superprocess under a stochastic flow in one dimension, we prove that it has a density with respect to the Lebesgue measure. A stochastic partial differential equation is derived for the density. The regularity of the solution is then proved by using Krylov’s -theory for linear SPDE.
Liming Wu (2010)
Annales de l'I.H.P. Probabilités et statistiques
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For stochastic differential equations of pure jumps, though the Poincaré inequality does not hold in general, we show that 1 transportation inequalities hold for its invariant probability measure and for its process-level law on right continuous paths space in the 1-metric or in uniform metrics, under the dissipative condition. Several applications to concentration inequalities are given.
Stefan Adams, Tony Dorlas (2008)
Annales de l'I.H.P. Probabilités et statistiques
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We study large deviations principles for random processes on the lattice ℤ with finite time horizon [0, ] under a symmetrised measure where all initial and terminal points are uniformly averaged over random permutations. That is, given a permutation of elements and a vector ( , …, ) of initial points we let the random processes terminate in the points ( , …, ) and then sum over all possible permutations and initial points,...