Large deviations for multivalued stochastic differential equations

DOI10.1007/S10959-009-0274-YMaRDI QIDQ616270zbMATH OpenOpenAlexFDO

Authors Siyan Xu, Xicheng Zhang, Jiagang 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

large deviation principlemaximal monotone operatormultivalued stochastic differential equation

Mathematics Subject Classification ID

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

Abstract: We prove an large deviation principle for multivalued sdes

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Cited in

(30)

• 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
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• 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
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• 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
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