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In this paper, we prove a large deviation principle of Freidlin–Wentzell type for multivalued stochastic differential equations (MSDEs) that is a little more general than the results obatined by Ren et al. (J Theor Prob 23:1142–1156, 2010). As an application, we derive a functional iterated logarithm law for the solutions of MSDEs.

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