On Uniform Large Deviations Principle for Multi-valued SDEs via the Viscosity Solution Approach
On Uniform Large Deviations Principle for Multi-valued SDEs via the Viscosity Solution Approach
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DOI：
10.1007/s11401-019-0133-9
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发表时间：
2019-01
期刊：
影响因子：
--
通讯作者：
Jiagang Ren;Jing Wu
中科院分区：
文献类型：
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作者：
Jiagang Ren;Jing Wu
本文通过应用具有多值算子的二阶 Hamilton-Jacobi-Belleman 方程粘度解的稳定性结果来处理多值随机微分方程（简称 MSDE）的均匀大偏差问题。而且，大偏差原则在时间上和起点上都是一致的。
This paper deals with the uniform large deviations for multivalued stochastic differential equations (MSDEs for short) by applying a stability result of the viscosity solutions of second order Hamilton-Jacobi-Belleman equations with multivalued operators. Moreover, the large deviation principle is uniform in time and in starting point.