Large Deviations for Multivalued Stochastic Differential Equations
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- Ren, J., Xu, S. & Zhang, X. J Theor Probab (2010) 23: 1142. doi:10.1007/s10959-009-0274-y
We prove a large deviation principle of Freidlin–Wentzell type for multivalued stochastic differential equations with monotone drifts that in particular contain a class of SDEs with reflection in a convex domain.