Large deviations for multivalued stochastic differential equations

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

zbMATH Keywords

maximal monotone operator; large deviation principle; multivalued stochastic differential equation

Mathematics Subject Classification ID

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

60F10: Large deviations

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Cites Work

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