Large deviation for mean-field stochastic differential equations with subdifferential operator

DOI10.1080/07362994.2015.1134334zbMath1337.60131OpenAlexW2279178819MaRDI QIDQ2804515

Yong Ren, Jun Wang

Publication date: 29 April 2016

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2015.1134334

zbMATH Keywords

weak convergence methodmean-field stochastic differential equationssubdifferential operatoruniform large deviation principle

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Stochastic analysis (60H99)

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