Large deviations for multivalued stochastic differential equations

DOI10.1007/s10959-009-0274-yzbMath1204.60054arXiv1104.5096OpenAlexW2034136897MaRDI 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

zbMATH Keywords

maximal monotone operatorlarge deviation principlemultivalued stochastic differential equation

Mathematics Subject Classification ID

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

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