Large deviations for invariant measures of multivalued stochastic differential equations
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Cites work
- scientific article; zbMATH DE number 3826915 (Why is no real title available?)
- A transfer principle for multivalued stochastic differential equations
- Deterministic and Stochastic Differential Equations in Hilbert Spaces Involving Multivalued Maximal Monotone Operators
- Exponential ergodicity of non-Lipschitz multivalued stochastic differential equations
- General large deviations and functional iterated logarithm law for multivalued stochastic differential equations
- Invariant measure for the Markov process corresponding to a PDE system
- Invariant measures for a random evolution equation with small perturbations
- Large deviations for invariant measures of SPDEs with two reflecting walls
- Large deviations for invariant measures of stochastic differential equations with jumps
- Large deviations for invariant measures of stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term
- Large deviations for multivalued stochastic differential equations
- Large deviations for the invariant measure of a reaction-diffusion equation with non-Gaussian perturbations
- Multivalued Skorohod problem
- Multivalued stochastic differential equations: Convergence of a numerical scheme
- On regularity of invariant measures of multivalued stochastic differential equations
- Penalization schemes for multi-valued stochastic differential equations
- Second order Hamilton-Jacobi-Bellman equations with an unbounded operator
- Seminar on probability XXIX
- Skorohod problem and multivalued stochastic evolution equations in Banach spaces
- Strong convergence rate for multivalued stochastic differential equations via stochastic theta method
- Support theorem for stochastic variational inequalities
- The optimal control problem associated with multi-valued stochastic differential equations with jumps
- Weak solutions and optimal control for multivalued stochastic differential equations
- Yosida approximations for multivalued stochastic differential equations
Cited in
(12)- On large deviation convergence of invariant measures
- Invariant measures for monotone SPDEs with multiplicative noise term
- 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
- scientific article; zbMATH DE number 4115636 (Why is no real title available?)
- 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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