Large deviations for finite state Markov jump processes with mean-field interaction via the comparison principle for an associated Hamilton-Jacobi equation

DOI10.1007/s10955-016-1542-8zbMath1347.60019arXiv1502.05185OpenAlexW3099387662WikidataQ59462791 ScholiaQ59462791MaRDI QIDQ315664

Richard Clemens Kraaij

Publication date: 22 September 2016

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.05185

zbMATH Keywords

comparison principleHamilton-Jacobi equationslarge deviationsMarkov jump processesviscosity solutions

Mathematics Subject Classification ID

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