Large deviations for multivalued stochastic differential equations (Q616270)

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Large deviations for multivalued stochastic differential equations (English)

Journal of Theoretical Probability

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publication date

7 January 2011

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full work available at URL

https://arxiv.org/abs/1104.5096

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zbMATH Keywords

multivalued stochastic differential equation

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maximal monotone operator

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large deviation principle

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MaRDI profile type

MaRDI publication profile

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cites work

Small Random perturbation of dynamical systems with reflecting boundary

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A variational representation for certain functionals of Brownian motion

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Q2772038

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Large deviations for infinite dimensional stochastic dynamical systems

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Q4854277

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Multivalued Skorohod problem

Large deviations for stochastic evolution equations with small multiplicative noise

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Freidlin-Wentzell's large deviations for homeomorphism flows of non-Lipschitz SDEs

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Freidlin-Wentzell's large deviations for stochastic evolution equations

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Explicit solutions for multivalued stochastic differential equations

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Skorohod problem and multivalued stochastic evolution equations in Banach spaces

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Euler schemes and large deviations for stochastic Volterra equations with singular kernels

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A variational representation for random functionals on abstract Wiener spaces

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Stochastic Volterra equations in Banach spaces and stochastic partial differential equation

Large deviations for multivalued stochastic differential equations (Q616270)

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Mathematics(1 entry)