Large deviations for invariant measures of multivalued stochastic differential equations

DOI10.1080/07362994.2021.1960565zbMATH Open1498.60248OpenAlexW3194696837WikidataQ115297135 ScholiaQ115297135MaRDI QIDQ5097433FDOQ5097433

Authors: Hua Zhang 

Publication date: 23 August 2022

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2021.1960565

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zbMATH Keywords

invariant measurelarge deviation principlemaximal monotone operatormultivalued stochastic differential equationnon-Lipschitz

Mathematics Subject Classification ID

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

Cites Work

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• General large deviations and functional iterated logarithm law for multivalued stochastic differential equations
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• Seminar on probability XXIX
• Large deviations for invariant measures of stochastic differential equations with jumps
• Strong convergence rate for multivalued stochastic differential equations via stochastic theta method
• Invariant measures for a random evolution equation with small perturbations

Cited In (12)

• Invariant measures for monotone SPDEs with multiplicative noise term
• On large deviation convergence of invariant measures
• Analytic proof of multivariate stable local large deviations and application to deterministic dynamical systems
• Large deviations for invariant measures of stochastic differential equations with jumps
• On regularity of invariant measures of multivalued stochastic differential equations
• Title not available (Why is that?)
• Large deviations for multivalued stochastic differential equations
• General large deviations and functional iterated logarithm law for multivalued stochastic differential equations
• Uniform large deviations for multivalued stochastic differential equations with Poisson jumps
• The ergodicity and uniform large deviations for the 1D stochastic Landau-Lifshitz-Bloch equation
• Large deviation for multivalued backward stochastic differential equations
• On uniform large deviations principle for multi-valued SDEs via the viscosity solution approach

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