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arXiv · 2401.02024

A convergence result for a local planning problem for mean field games and rigorous proof of a Freidlin-Ventchel-type Large Deviations Principle for the $1+1$ KPZ equation

Pierre-Louis Lions·Panagiotis E. Souganidis
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Abstract

We prove the convergence of a viscous approximation to an one dimensional local mean field type planning problem with singular initial and terminal measures. Then we use this result to give a rigorous proof to a Freidlin-Ventchel-type Large Deviations Principle for the height of the $1+1$ KPZ equation.

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Pierre-Louis Lions, Panagiotis E. Souganidis. 2024-01-04. A convergence result for a local planning problem for mean field games and rigorous proof of a Freidlin-Ventchel-type Large Deviations Principle for the $1+1$ KPZ equation. https://arxiv.org/abs/2401.02024

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