The enhanced Sanov theorem and propagation of chaos
  We establish a Sanov type large deviation principle for an ensemble of interacting Brownian rough paths. As application a large deviations for the ($k$-layer, enhanced) empirical measure of weakly interacting diffusions is obtained. This in turn implies a propagation of chaos result in rough path spaces and allows for a robust subsequent analysis of the particle system and its McKean-Vlasov type limit, as shown in two corollaries. 
Jean-Dominique Deuschel, Peter K. Friz, Mario Maurelli, Martin Slowik
math.PR