Large deviations for multivalued stochastic differential equations
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Publication:616270
DOI10.1007/s10959-009-0274-yzbMath1204.60054arXiv1104.5096MaRDI QIDQ616270
Siyan Xu, Xicheng Zhang, Jiangang Ren
Publication date: 7 January 2011
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1104.5096
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60F10: Large deviations
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