Abstract
In this paper, we prove a large deviation principle for the empirical measures of a system of weakly interacting diffusions with reflection. We adopt the weak convergence approach. To make this approach work, we show that the sequence of empirical measures of the controlled reflected system will converge to the weak solution of an associated reflected McKean–Vlasov equation.
Funding Statement
This work is partially supported by National Key R&D Program of China (No.2022YFA1006001), National Natural Science Foundation of China (Nos. 12131019, 11971456, 11721101).
Acknowledgements
The authors thank the editors and the reviewers for their valuable and constructive comments and suggestions, which have significantly improved the quality of the paper.
Citation
Ping Chen. Rong Wei. Tusheng Zhang. "Large deviations of reflected weakly interacting particle systems." Bernoulli 30 (3) 2052 - 2073, August 2024. https://doi.org/10.3150/23-BEJ1664
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