Large deviation for multivalued stochastic differential equations
Probability
2011-04-28 v1
Abstract
We prove an large deviation principle for multivalued sdes
Keywords
Cite
@article{arxiv.1104.5096,
title = {Large deviation for multivalued stochastic differential equations},
author = {Jiagang Ren and Siyan Xu and Xicheng Zhang},
journal= {arXiv preprint arXiv:1104.5096},
year = {2011}
}
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