Large deviation for multivalued stochastic differential equations

TL;DR

This paper establishes a large deviation principle for multivalued stochastic differential equations, providing a theoretical framework for understanding rare events in systems described by such equations.

Contribution

It introduces a novel large deviation analysis specifically tailored for multivalued stochastic differential equations, extending existing theories to more complex systems.

Findings

Large deviation principle proven for multivalued SDEs

Framework applicable to systems with multivalued dynamics

Enhances understanding of rare events in complex stochastic systems

Abstract

We prove an large deviation principle for multivalued sdes