Probability and Analysis in Interacting Physical Systems In Honor of

This Festschrift on the occasion of the 75th birthday of S.R.S. Varadhan, one of the most influential researchers in probability of the last fifty years, grew out of a workshop held at the Technical University of Berlin, 15–19 August, 2016. This volume co

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Peter Friz Wolfgang König Chiranjib Mukherjee Stefano Olla   Editors

Probability and Analysis in Interacting Physical Systems

Springer Proceedings in Mathematics & Statistics Volume 283

Springer Proceedings in Mathematics & Statistics This book series features volumes composed of selected contributions from workshops and conferences in all areas of current research in mathematics and statistics, including operation research and optimization. In addition to an overall evaluation of the interest, scientific quality, and timeliness of each proposal at the hands of the publisher, individual contributions are all refereed to the high quality standards of leading journals in the field. Thus, this series provides the research community with well-edited, authoritative reports on developments in the most exciting areas of mathematical and statistical research today.

More information about this series at http://www.springer.com/series/10533

Peter Friz Wolfgang König Chiranjib Mukherjee Stefano Olla •





Editors

Probability and Analysis in Interacting Physical Systems In Honor of S.R.S. Varadhan, Berlin, August, 2016

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Editors Peter Friz Institute of Mathematics Technische Universität Berlin Berlin, Germany

Wolfgang König Weierstrass Institute for Applied Analysis and Stochastics Berlin, Germany

Chiranjib Mukherjee Institute for Mathematical Stochastics University of Münster Münster, Germany

Stefano Olla CEREMADE, UMR CNRS 7534 Université Paris Dauphine - PSL Paris, France

ISSN 2194-1009 ISSN 2194-1017 (electronic) Springer Proceedings in Mathematics & Statistics ISBN 978-3-030-15337-3 ISBN 978-3-030-15338-0 (eBook) https://doi.org/10.1007/978-3-030-15338-0 Library of Congress Control Number: 2019934517 Mathematics Subject Classification (2010): 05C80, 60B10, 60B12, 60B20, 60F10, 60F17, 60H15, 60K35, 60K37, 60H05, 82A42, 82B21, 82B44, 82C22 © Springer Nature Switzerland AG 2019 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the editors give a warranty, expressed or implied, with respect to the material contained herein or for any errors or omissions that may have been made. The publisher remains neutral with regard t