Large deviation principle for diffusion processes under a sublinear expectation
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Publication:1934420
DOI10.1007/s11425-012-4518-4zbMath1284.60058MaRDI QIDQ1934420
Publication date: 28 January 2013
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-012-4518-4
large deviation principle; \(g\)-expectation; backward stochastic differential equation; Laplace principle
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60F10: Large deviations
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