On uniform large deviations principle for multi-valued SDEs via the viscosity solution approach
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Publication:1733351
DOI10.1007/s11401-019-0133-9zbMath1418.60063OpenAlexW2910259915MaRDI QIDQ1733351
Publication date: 21 March 2019
Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11401-019-0133-9
viscosity solutionlarge deviation principlemultivalued stochastic differential equationexponential tightnessLaplace limit
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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