Moderate deviation principle for multivalued stochastic differential equations

DOI10.1142/S021949372050015XMaRDI QIDQ5114812zbMATH OpenOpenAlexFDO

Authors Hua Zhang

Publication date 26 June 2020

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s021949372050015x

zbMATH Keywords

maximal monotone operatormoderate deviation principlemultivalued stochastic differential equation

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Recommendations

• Large deviations for multivalued stochastic differential equations
• Moderate deviation principle for a class of stochastic partial differential equations
• A moderate deviation principle for stochastic Volterra equation
• Moderate deviation principles for stochastic differential equations with jumps
• scientific article; zbMATH DE number 2064759

Cites work

• A moderate deviation principle for 2-D stochastic Navier-Stokes equations
• A moderate deviation principle for 2-D stochastic Navier-Stokes equations driven by multiplicative Lévy noises
• A variational representation for positive functionals of infinite dimensional Brownian motion
• Delta method in large deviations and moderate deviations for estimators
• Examples of moderate deviation principle for diffusion processes
• General large deviations and functional iterated logarithm law for multivalued stochastic differential equations
• scientific article; zbMATH DE number 1153603 (Why is no real title available?)
• scientific article; zbMATH DE number 1536163 (Why is no real title available?)
• scientific article; zbMATH DE number 3342557 (Why is no real title available?)
• Large deviations for infinite dimensional stochastic dynamical systems
• Large deviations for multivalued stochastic differential equations
• Moderate deviation principle for autoregressive processes
• Moderate deviation principles for stochastic differential equations with jumps
• Moderate Deviations and Associated Laplace Approximations for Sums of Independent Random Vectors
• Moderate deviations for stochastic reaction-diffusion equations with multiplicative noise
• Moderate deviations of dependent random variables related to CLT
• Moderate deviations of minimum contrast estimators under contamination
• Multivalued Skorohod problem
• Small noise asymptotics for a stochastic growth model
• Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling
• Sur les déviations modérées des sommes de variables aléatoires vectorielles indépendantes de même loi. (On moderate deviations of sums of independent and identically distributed vector valued random variables)
• The sharp lower bound of asymptotic efficiency of estimators in the zone of moderate deviation probabilities

Cited in

(11)

• A transfer principle for multivalued stochastic differential equations
• Moderate deviations for estimators under exponentially stochastic differentiability conditions
• The moderate deviation principle for minimizers of convex processes
• Moderate deviation principle for Brownian motions on the unit sphere in R^d
• Moderate deviation principle for a class of stochastic partial differential equations
• A moderate deviation principle for stochastic Volterra equation
• Moderate deviation principle for the 2D stochastic convective Brinkman-Forchheimer equations
• Asymptotic behaviors of small perturbation for multivalued Mckean-Vlasov stochastic differential equations
• Well-posedness of stochastic variational inequalities with discontinuous drifts
• Large deviations: a survey on its theory and applications
• Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises

This page was built for publication: Moderate deviation principle for multivalued stochastic differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5114812)