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Large Deviations for Markov jump processes in periodic and locally periodic environments (2006.11128v1)

Published 19 Jun 2020 in math.PR and math.FA

Abstract: The paper deals with a family of jump Markov process defined in a medium with a periodic or locally periodic microstructure. We assume that the generator of the process is a zero order convolution type operator with rapidly oscillating locally periodic coefficient and, under natural ellipticity and localization conditions, show that the family satisfies the large deviation principle in the path space equipped with Skorokhod topology. The corresponding rate function is defined in terms of a family of auxiliary periodic spectral problems.

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