General Large Deviations and Functional Iterated Logarithm Law for Multivalued Stochastic Differential Equations

TL;DR

This paper establishes a large deviation principle and a functional iterated logarithm law for solutions of multivalued stochastic differential equations, advancing the understanding of their probabilistic behavior under small perturbations.

Contribution

It introduces a large deviation principle of Freidlin-Wentzell type and derives a functional iterated logarithm law specifically for multivalued stochastic differential equations.

Findings

Proved a large deviation principle for multivalued SDEs

Derived a functional iterated logarithm law for solutions

Enhanced understanding of stochastic behavior in multivalued systems

Abstract

In this paper, we prove a large deviation principle of Freidlin-Wentzell's type for the multivalued stochastic differential equations. As an application, we derive a functional iterated logarithm law for the solutions of multivalued stochastic differential equations.