@article{18588a411693481cb13225d4e0bbc7f9,
title = "Large Deviations for Multivalued Stochastic Differential Equations",
abstract = "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.",
keywords = "Large deviation principle, Maximal monotone operator, Multivalued stochastic differential equation",
author = "Jiagang Ren and Siyan Xu and Xicheng Zhang",
year = "2010",
month = dec,
doi = "10.1007/s10959-009-0274-y",
language = "English",
volume = "23",
pages = "1142--1156",
journal = "Journal of Theoretical Probability",
issn = "0894-9840",
publisher = "Springer New York",
number = "4",
}