Large Deviations for Multi-valued Stochastic Differential Equations

Abstract

We prove a large deviation principle of Freidlin-Wentzell's type for the multivalued stochastic differential equations with monotone drifts, which in particular contains a class of SDEs with reflection in a convex domain.

12 pages

References in corpus (1)

• Large Deviations for Stochastic Evolution Equations with Small Multiplicative Noise