Large deviations for invariant measures of multivalued stochastic differential equations with jumps
Fuente:
arXiv
Salvato in:
| Autore principale: | |
|---|---|
| Natura: | Preprint |
| Pubblicazione: |
2024
|
| Soggetti: | |
| Accesso online: | |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
| _version_ | 1866915687165853696 |
|---|---|
| author | Qiao, Huijie |
| author_facet | Qiao, Huijie |
| contents | This work focuses on multivalued stochastic differential equations with jumps. First, by employing the weak convergence approach, we establish the Freidlin-Wentzell uniform large deviation principle and the Dembo-Zeitouni uniform large deviation principle for these equations. Subsequently, based on these results, we derive both upper and lower bounds for the large deviations of invariant measures associated with the equations. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2412_01225 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Large deviations for invariant measures of multivalued stochastic differential equations with jumps Qiao, Huijie Probability 60H10, 60F10, 60A10 This work focuses on multivalued stochastic differential equations with jumps. First, by employing the weak convergence approach, we establish the Freidlin-Wentzell uniform large deviation principle and the Dembo-Zeitouni uniform large deviation principle for these equations. Subsequently, based on these results, we derive both upper and lower bounds for the large deviations of invariant measures associated with the equations. |
| title | Large deviations for invariant measures of multivalued stochastic differential equations with jumps |
| topic | Probability 60H10, 60F10, 60A10 |
| url | https://arxiv.org/abs/2412.01225 |