English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

In this paper, the problem of the large deviations for the invariant measures of the multivalued stochastic differential equations is considered. Under the assumptions of diffusion coefficient being non-Lipschitz and elliptic, we establish the large deviation principle for the invariant measures of the solutions to the multivalued stochastic differential equations. The proof is based on the work of large deviations and invariant measures for the solutions to the multivalued stochastic differential equations.

Large deviations for invariant measures of multivalued stochastic differential equations