Two-Level Large Deviations Principle for Interacting Jump Processes

摘要

A large deviations principle from the McKean-Vlasov limit for a collection ofjump processes obeying a two-level hierarchy interaction is derived. It is shown that the associated rate function admits a Lagrangian representation as well as a non-variational one. Moreover, it is proved that the admissible paths for the weak solution of the McKean-Vlasov equation enjoy certain strong differentiability properties.