Flux large deviations of weakly interacting jump processes via well-posedness of an associated Hamilton–Jacobi equation

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.