On uniform large deviations principle for multi-valued SDEs via the viscosity solution approach

DOI10.1007/s11401-019-0133-9zbMath1418.60063OpenAlexW2910259915MaRDI QIDQ1733351

Jing Wu, Jiangang Ren

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

zbMATH Keywords

viscosity solutionlarge deviation principlemultivalued stochastic differential equationexponential tightnessLaplace limit

Mathematics Subject Classification ID

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)

Related Items

Large deviation principle for stochastic Burgers type equation with reflection

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