Large deviations for generalized backward stochastic differential equations

DOI10.1007/S41980-025-01012-ZMaRDI QIDQ7237397zbMATH OpenFDO

Authors Yawen Liu, Huijie Qiao

Publication date 30 April 2026

Published in Bulletin of the Iranian Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S41980-025-01012-Z

zbMATH Keywords

backward stochastic differential equationscontraction principleslarge deviationsparabolic PDEreflecting boundaries

Mathematics Subject Classification ID

Second-order parabolic equations (35K10) Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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