Abstract
We establish uniqueness for a class of first-order Hamilton–Jacobi equations with Hamiltonians that arise from the large deviations of the empirical measure and empirical flux pair of weakly interacting Markov jump processes. As a corollary, we obtain such a large deviation principle in the context of weakly interacting processes with time-periodic rates in which the period-length converges to 0.
Citation
Richard C. Kraaij. "Flux large deviations of weakly interacting jump processes via well-posedness of an associated Hamilton–Jacobi equation." Bernoulli 27 (3) 1496 - 1528, August 2021. https://doi.org/10.3150/20-BEJ1281
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