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.
Original language | English |
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Pages (from-to) | 1496-1528 |
Number of pages | 33 |
Journal | Bernoulli |
Volume | 27 |
Issue number | 3 |
DOIs | |
Publication status | Published - 2021 |
Bibliographical note
Accepted author manuscriptKeywords
- Empirical measure and flux
- Hamilton-jacobi equation
- Large deviations
- Weakly interacting jump processes