Large deviations for invariant measures of multivalued stochastic differential equations with jumps

Abstract: The work concerns about multivalued stochastic differential equations with jumps. First of all, by the weak convergence approach we establish the Freidlin-Wentzell uniform large deviation principle and the Dembo-Zeitouni uniform large deviation principle for these equations. Then based on these results, by proving upper and lower bounds large deviations for invariant measures of these equations are presented.