Large deviation for multivalued stochastic differential equations
We prove an large deviation principle for multivalued sdes
math.PR↗
arXiv subjects
Siyan Xu
Publications and source records attributed to Siyan Xu.
Support theorem for stochastic variational inequalities
We prove a support theorem of the type of Stroock-Varadhan for solutions of stochastic variational inequalities.
math.PR↗
Large Deviations for Multi-valued Stochastic Differential Equations
We prove a large deviation principle of Freidlin-Wentzell's type for the multivalued stochastic differential equations with monotone drifts, which in particular contains a class of SDEs with reflection in a convex domain.
math.PR↗