On Uniform Large Deviations Principle for Multi-valued SDEs via the Viscosity Solution Approach

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 deviation principle / Viscosity solution / Exponential tightness / Laplace limit

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