General Large Deviations and Functional Iterated Logarithm Law for Multivalued Stochastic Differential Equations
Probability
2015-05-12 v1
Abstract
In this paper, we prove a large deviation principle of Freidlin-Wentzell's type for the multivalued stochastic differential equations. As an application, we derive a functional iterated logarithm law for the solutions of multivalued stochastic differential equations.
Cite
@article{arxiv.1505.02334,
title = {General Large Deviations and Functional Iterated Logarithm Law for Multivalued Stochastic Differential Equations},
author = {Jiagang Ren and Jing Wu and Hua Zhang},
journal= {arXiv preprint arXiv:1505.02334},
year = {2015}
}
Comments
arXiv admin note: text overlap with arXiv:0812.0834 by other authors