A singular 1-D Hamilton--Jacobi equation, with application to large deviation of diffusions
DOI10.4310/CMS.2011.V9.N1.A14zbMATH Open1280.49037OpenAlexW2312448432MaRDI QIDQ390249FDOQ390249
Authors: Xiaoxue Deng, Jin Feng, Yong Liu 
Publication date: 22 January 2014
Published in: Communications in Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: http://intlpress.com/site/pub/pages/journals/items/cms/content/vols/0009/0001/a014/index.html
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- Flux large deviations of weakly interacting jump processes via well-posedness of an associated Hamilton-Jacobi equation
- Path-space moderate deviation principles for the random field Curie-Weiss model
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- Path-space moderate deviations for a Curie-Weiss model of self-organized criticality
- A general convergence result for viscosity solutions of Hamilton-Jacobi equations and non-linear semigroups
- Large deviations for finite state Markov jump processes with mean-field interaction via the comparison principle for an associated Hamilton-Jacobi equation
- Large Deviation Principle and Thermodynamic Limit of Chemical Master Equation via Nonlinear Semigroup
- Path-space moderate deviations for a class of Curie-Weiss models with dissipation
- Well-posedness of Hamilton-Jacobi equations in population dynamics and applications to large deviations
- Hamilton-Jacobi equations for controlled gradient flows: the comparison principle
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