Local stability of Kolmogorov forward equations for finite state nonlinear Markov processes

DOI10.1214/EJP.v20-4004zbMath1337.60240arXiv1412.5555MaRDI QIDQ2515949

Paul Dupuis, Markus Fischer, Amarjit Budhiraja, Kavita Ramanan

Publication date: 7 August 2015

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.5555

zbMATH Keywords

stabilityrelative entropymetastabilityLyapunov functionslarge deviationsmean field limitnonlinear Markov processesweakly interacting particle systemsinteracting Markov chains

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Lyapunov and storage functions (93D30) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stability of solutions to ordinary differential equations (34D20) Large deviations (60F10)

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