Large deviations for backward stochastic differential equations driven by \(G\)-Brownian motion (Q2030998)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Large deviations for backward stochastic differential equations driven by G-Brownian motion |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Large deviations for backward stochastic differential equations driven by \(G\)-Brownian motion |
scientific article |
Statements
Large deviations for backward stochastic differential equations driven by \(G\)-Brownian motion (English)
0 references
8 June 2021
0 references
large deviations
0 references
\(G\)-stochastic differential equation
0 references
backward SDEs
0 references
contraction principle
0 references
0 references
0 references
0 references
0 references
0 references
0.8777732253074646
0 references
0.853212833404541
0 references
0.849521815776825
0 references
0.844770610332489
0 references
0.843860387802124
0 references
