Large Deviations for Multivalued Stochastic Differential Equations
Large Deviations for Multivalued Stochastic Differential Equations
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DOI：
10.1007/s10959-009-0274-y
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发表时间：
2010-01
影响因子：
0.8
通讯作者：
Jiagang Ren;Siyan Xu;Xicheng Zhang
中科院分区：
文献类型：
--
作者：
Jiagang Ren;Siyan Xu;Xicheng Zhang
本文证明了一类带单调漂移的多值随机微分方程的Freidlin-Wentzell型大偏差原理，特别是其中包含一类在凸区域上具有反射的随机微分方程.
We prove a large deviation principle of Freidlin–Wentzell type for multivalued stochastic differential equations with monotone drifts that in particular contain a class of SDEs with reflection in a convex domain.