On the existence, uniqueness, stability and the properties of large deviations of solutions of backward stochastic differential equations with random terminal time. Application to singular perturbation problems. (Q871045)
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scientific article; zbMATH DE number 5134235
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| English | On the existence, uniqueness, stability and the properties of large deviations of solutions of backward stochastic differential equations with random terminal time. Application to singular perturbation problems. |
scientific article; zbMATH DE number 5134235 |
Statements
On the existence, uniqueness, stability and the properties of large deviations of solutions of backward stochastic differential equations with random terminal time. Application to singular perturbation problems. (English)
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15 March 2007
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forward backward stochastic differential equation
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large deviations
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nonlinear partial differential equation
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0.8491833209991455
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0.8437273502349854
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0.8271317481994629
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0.8261145949363708
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0.8218743801116943
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