Uniform large deviations for multivalued stochastic differential equations with Poisson jumps

DOI10.1215/21562261-1299891zbMath1230.60062OpenAlexW2077100773MaRDI QIDQ640823

Jing Wu

Publication date: 21 October 2011

Published in: Kyoto Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/21562261-1299891

zbMATH Keywords

large deviation principlePoisson random measuremultivalued stochastic differential equationsstochastic differential equations with reflection

Mathematics Subject Classification ID

Related Items (11)

Large deviations for invariant measures of stochastic differential equations with jumps ⋮ Strong convergence rate for multivalued stochastic differential equations via stochastic theta method ⋮ Equivalences and counterexamples between several definitions of the uniform large deviations principle ⋮ On the pathwise uniqueness of solutions of one-dimensional reflected stochastic differential equations with jumps ⋮ On Wiener-Poisson type multivalued stochastic differential equations with non-Lipschitz coefficients ⋮ General large deviations and functional iterated logarithm law for multivalued stochastic differential equations ⋮ Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition ⋮ Yosida approximations for multivalued stochastic partial differential equations driven by Lévy noise on a Gelfand triple ⋮ Stochastic averaging principles for multi-valued stochastic differential equations driven by poisson point Processes ⋮ Large deviation principle for stochastic Burgers type equation with reflection ⋮ Large deviations for neutral functional SDEs with jumps

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