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26 April 2024

» arxiv » 0907.3207

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Large deviations for flows of interacting Brownian motions
A.A.Dorogovtsev ; O.V.Ostapenko ;
Date:	18 Jul 2009
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.
Source:	arXiv, 0907.3207
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