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## Large Deviations for Multivalued Stochastic Differential Equations

### Journal of Theoretical Probability (2010-12-01) 23: 1142-1156 , December 01, 2010

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.

## Quasi-sure flows associated with vector fields of low regularity

### Chinese Annals of Mathematics, Series B (2014-01-01) 35: 51-68 , January 01, 2014

The authors construct a solution *U*_{t}(*x*) associated with a vector field on the Wiener space for all initial values except in a 1-slim set and obtain the 1-quasi-sure flow property where the vector field is a sum of a skew-adjoint operator not necessarily bounded and a nonlinear part with low regularity, namely one-fold differentiability. Besides, the equivalence of capacities under the transformations of the Wiener space induced by the solutions is obtained.

## Multivalued stochastic differential equations with non-Lipschitz coefficients

### Chinese Annals of Mathematics, Series B (2009-05-01) 30: 321-332 , May 01, 2009

The existence and uniqueness of solutions to the multivalued stochastic differential equations with non-Lipschitz coefficients are proved, and bicontinuous modifications of the solutions are obtained.