The enhanced Sanov theorem and propagation of chaos
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DOI: 10.1016/j.spa.2017.09.010
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References listed on IDEAS
- Ledoux, M. & Qian, Z. & Zhang, T., 2002. "Large deviations and support theorem for diffusion processes via rough paths," Stochastic Processes and their Applications, Elsevier, vol. 102(2), pages 265-283, December.
- Wang, Ran & Wang, Xinyu & Wu, Liming, 2010. "Sanov's theorem in the Wasserstein distance: A necessary and sufficient condition," Statistics & Probability Letters, Elsevier, vol. 80(5-6), pages 505-512, March.
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