Abstract
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.
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