Large-deviation principles of switching Markov processes via Hamilton-Jacobi equations

Continuous-time Markov processes on general state spaces (60J25) Biochemistry, molecular biology (92C40) Large deviations (60F10) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Hamilton-Jacobi equations (35F21)

Cites Work

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