General Large Deviations and Functional Iterated Logarithm Law for Multivalued Stochastic Differential Equations

Published 10 May 2015 in math.PR | (1505.02334v1)

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.

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