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Bibliographic Details
Main Author: Qiao, Huijie
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2412.01225
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Table of 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.