Abstract
A principle of large deviations from the McKean-Vlasov limit is derived for a class of measure-valued jump processes. It is shown that the associated rate function admits several representations, including the one obtained by entropy methods and the one derived by a pathwise approach.
Citation
Boualem Djehiche. Ingemar Kaj. "The Rate Function for Some Measure-Valued Jump Processes." Ann. Probab. 23 (3) 1414 - 1438, July, 1995. https://doi.org/10.1214/aop/1176988190
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