Asymptotic Behavior of Stochastic Currents under Large Deviation Scaling with Mean Field Interaction and Vanishing Noise

TL;DR

This paper establishes a large deviation principle for the joint behavior of empirical measures and stochastic currents in a mean field particle system with state-dependent, possibly degenerate noise, as the number of particles grows and noise vanishes.

Contribution

It extends previous work by considering state-dependent, degenerate noise and stronger topologies for stochastic currents in the large deviation analysis of mean field systems.

Findings

Joint LDP for empirical measures and stochastic currents established.

Extension to state-dependent, possibly degenerate noise.

Applicable to systems with complex noise structures and mean field interactions.

Abstract

We study the large deviation behavior of a system of diffusing particles with a mean field interaction, described through a collection of stochastic differential equations, in which each particle is driven by a vanishing independent Brownian noise. An important object in the description of the asymptotic behavior, as the number of particles approach infinity and the noise intensity approaches zero, is the stochastic current associated with the interacting particle system in the sense of Flandoli et al. (2005). We establish a joint large deviation principle (LDP) for the path empirical measure for the particle system and the associated stochastic currents in the simultaneous large particle and small noise limit. Our work extends recent results of Orrieri (2018), in which the diffusion coefficient is taken to be identity, to a setting of a state dependent and possibly degenerate noise with the mean field interaction influencing both the drift and diffusion coefficients, and allows for a stronger topology on the space of stochastic currents in the LDP. Proof techniques differ from Orrieri (2018) and rely on methods from stochastic control, theory of weak convergence, and representation formulas for Laplace functionals of Brownian motions.