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| On Uniform Large Deviations Principle for Multi-valued SDEs via the Viscosity Solution Approach |
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Citation： |
Jiagang REN,Jing WU.On Uniform Large Deviations Principle for Multi-valued SDEs via the Viscosity Solution Approach[J].Chinese Annals of Mathematics B,2019,40(2):285~308 |
| Page view： 2036
Net amount： 1540 |
Authors： |
Jiagang REN; Jing WU |
Foundation： |
This work was supported by the National Natural Science
Foundation of China (Nos.11471340, 11671408, 11871484) and the
Pearl River Nova Program of Guangzhou (No.201710010045). |
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| Abstract： |
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. |
Keywords： |
Multivalued stochastic differential equation, Large deviationprinciple, Viscosity solution, Exponential tightness, Laplace limit |
Classification： |
60H10, 60F10, 49L25 |
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