Large deviations for multivalued stochastic differential equations
From MaRDI portal
Publication:616270
Abstract: We prove an large deviation principle for multivalued sdes
Recommendations
- Large deviations for invariant measures of multivalued stochastic differential equations
- Large deviations for a class of stochastic partial differential equations
- Large deviations for stochastic differential equations with deviating arguments
- Large deviation for multivalued backward stochastic differential equations
- scientific article; zbMATH DE number 919354
- Large deviations for stochastic integrodifferential equations of the Itô type with multiple randomness
- scientific article; zbMATH DE number 4140947
- General large deviations and functional iterated logarithm law for multivalued stochastic differential equations
Cites work
- A variational representation for certain functionals of Brownian motion
- A variational representation for positive functionals of infinite dimensional Brownian motion
- A variational representation for random functionals on abstract Wiener spaces
- Euler schemes and large deviations for stochastic Volterra equations with singular kernels
- Explicit solutions for multivalued stochastic differential equations
- Freidlin-Wentzell's large deviations for homeomorphism flows of non-Lipschitz SDEs
- Freidlin-Wentzell's large deviations for stochastic evolution equations
- scientific article; zbMATH DE number 43057 (Why is no real title available?)
- scientific article; zbMATH DE number 1153603 (Why is no real title available?)
- scientific article; zbMATH DE number 816099 (Why is no real title available?)
- Large deviations for infinite dimensional stochastic dynamical systems
- Large deviations for stochastic evolution equations with small multiplicative noise
- Multivalued Skorohod problem
- Skorohod problem and multivalued stochastic evolution equations in Banach spaces
- Small Random perturbation of dynamical systems with reflecting boundary
- Stochastic Volterra equations in Banach spaces and stochastic partial differential equation
Cited in
(33)- On uniform large deviations principle for multi-valued SDEs via the viscosity solution approach
- Density large deviations for multidimensional stochastic hyperbolic conservation laws
- Large deviations for stochastic differential delay equations
- Large deviations principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections
- Large deviation principle for stochastic Burgers type equation with reflection
- Analysis of stochastic neutral fractional functional differential equations
- Analytic proof of multivariate stable local large deviations and application to deterministic dynamical systems
- Systems of small-noise stochastic reaction-diffusion equations satisfy a large deviations principle that is uniform over all initial data
- Large deviation for multivalued backward stochastic differential equations
- Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition
- Freidlin-Wentzell's large deviations for homeomorphism flows of non-Lipschitz SDEs
- Large deviations for stochastic differential equations with general delayed generator
- Large deviation for mean-field stochastic differential equations with subdifferential operator
- LARGE DEVIATION PRINCIPLE FOR SOLUTIONS TO SDE DRIVEN BY MARTINGALE MEASURE
- scientific article; zbMATH DE number 708767 (Why is no real title available?)
- Stochastic averaging principles for multi-valued stochastic differential equations driven by Poisson point processes
- On existence, uniqueness and convergence of multi-valued stochastic differential equations driven by continuous semimartingales
- General large deviations and functional iterated logarithm law for multivalued stochastic differential equations
- Freidlin-Wentzell type large deviation principle for multiscale locally monotone SPDEs
- Strong convergence rate for multivalued stochastic differential equations via stochastic theta method
- Sample path large deviations for the multiplicative Poisson shot noise process with compensation
- Large deviations for invariant measures of multivalued stochastic differential equations
- Moderate deviation principle for multivalued stochastic differential equations
- Large deviations for neutral functional SDEs with jumps
- Stochastic averaging principle for multi-valued McKean-Vlasov stochastic differential equations
- Asymptotic behaviors of small perturbation for multivalued Mckean-Vlasov stochastic differential equations
- Uniform large deviations for multivalued stochastic differential equations with Poisson jumps
- Quasi-stationarity of the Dyson Brownian motion with collisions
- Large deviation principles and Malliavin derivative for mean reflected stochastic differential equations
- Uniform large deviation principles for SDEs under locally weak monotonicity conditions
- Numerical analysis of stochastic Volterra equations with singular kernels via the Euler-Maruyama scheme and large deviations
- Mean reflected McKean-Vlasov stochastic differential equation
- Stochastic averaging principle and stability for multivalued McKean-Vlasov stochastic differential equations with jumps
This page was built for publication: Large deviations for multivalued stochastic differential equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q616270)
