Moderate deviation principle for multivalued stochastic differential equations

DOI10.1142/S021949372050015XzbMath1443.60066OpenAlexW2970224865MaRDI QIDQ5114812

Hua Zhang

Publication date: 26 June 2020

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s021949372050015x

zbMATH Keywords

maximal monotone operatormoderate deviation principlemultivalued stochastic differential equation

Mathematics Subject Classification ID

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

Related Items (2)

Moderate deviation principle for the 2D stochastic convective Brinkman–Forchheimer equations ⋮ Asymptotic behaviors of small perturbation for multivalued Mckean-Vlasov stochastic differential equations

Cites Work

• A moderate deviation principle for 2-D stochastic Navier-Stokes equations driven by multiplicative Lévy noises
• General large deviations and functional iterated logarithm law for multivalued stochastic differential equations
• Delta method in large deviations and moderate deviations for estimators
• Large deviations for multivalued stochastic differential equations
• Small noise asymptotics for a stochastic growth model
• Moderate deviation principles for stochastic differential equations with jumps
• Moderate deviation principle for autoregressive processes
• Large deviations for infinite dimensional stochastic dynamical systems
• Sur les déviations modérées des sommes de variables aléatoires vectorielles indépendantes de même loi. (On moderate deviations of sums of independent and identically distributed vector valued random variables)
• Multivalued Skorohod problem
• Moderate deviations of minimum contrast estimators under contamination
• Moderate deviations of dependent random variables related to CLT
• The sharp lower bound of asymptotic efficiency of estimators in the zone of moderate deviation probabilities
• A moderate deviation principle for 2-D stochastic Navier-Stokes equations
• Examples of moderate deviation principle for diffusion processes
• Moderate deviations for stochastic reaction-diffusion equations with multiplicative noise
• Moderate Deviations and Associated Laplace Approximations for Sums of Independent Random Vectors
• Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Moderate deviation principle for multivalued stochastic differential equations