Large Deviations for Hierarchical Systems of Interacting Jump Processes
- Cite this article as:
- Djehiche, B. & Schied, A. Journal of Theoretical Probability (1998) 11: 1. doi:10.1023/A:1021690707556
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We investigate the large deviations principle from the McKean–Vlasov limit for a collection of jump processes obeying a two-level hierarchy interaction. A large deviation upper bound is derived and it is shown that the associated rate function admits a Lagrangian representation as well as a nonvariational one. Moreover, it is proved that the admissible paths for the weak solution of the McKean–Vlasov equation enjoy certain strong differentiability properties.