Large deviations for backward stochastic differential equations driven by \(G\)-Brownian motion (Q2030998)
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scientific article; zbMATH DE number 7356403
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| English | Large deviations for backward stochastic differential equations driven by \(G\)-Brownian motion |
scientific article; zbMATH DE number 7356403 |
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Large deviations for backward stochastic differential equations driven by \(G\)-Brownian motion (English)
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8 June 2021
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large deviations
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\(G\)-stochastic differential equation
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backward SDEs
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contraction principle
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0.8777732253074646
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0.853212833404541
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0.849521815776825
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0.844770610332489
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0.843860387802124
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