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

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.

arXiv admin note: text overlap with arXiv:0812.0834 by other authors