General large deviations and functional iterated logarithm law for multivalued stochastic differential equations

DOI10.1007/s10959-013-0531-yzbMath1327.60121arXiv1505.02334OpenAlexW2015965469MaRDI QIDQ495721

Hua Zhang, Jing Wu, Jiangang Ren

Publication date: 15 September 2015

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.02334

zbMATH Keywords

maximal monotone operatorlarge deviation principlemultivalued stochastic differential equationsfunctional iterated logarithm law

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Large deviations (60F10) Functional limit theorems; invariance principles (60F17) Stochastic analysis (60H99)

Related Items (8)

Strong convergence rate for multivalued stochastic differential equations via stochastic theta method ⋮ Large deviations for invariant measures of multivalued stochastic differential equations ⋮ Asymptotic behaviors of small perturbation for multivalued Mckean-Vlasov stochastic differential equations ⋮ Limit theorems of invariant measures for multivalued McKean-Vlasov stochastic differential equations ⋮ Moderate deviation principle for multivalued stochastic differential equations ⋮ On uniform large deviations principle for multi-valued SDEs via the viscosity solution approach ⋮ Large deviation for mean-field stochastic differential equations with subdifferential operator ⋮ Large deviation principle for stochastic Burgers type equation with reflection

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