Large deviation principle for reflected stochastic differential equations driven by G-Brownian motion in non-convex domains
DOI10.1016/J.SPL.2022.109707zbMATH Open1504.60093OpenAlexW4306181845WikidataQ115341046 ScholiaQ115341046MaRDI QIDQ2105378FDOQ2105378
Authors: Abdoulaye Soumana Hima, Ibrahim Dakaou 
Publication date: 8 December 2022
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2022.109707
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large deviationsstochastic differential equationsG-Brownian motionSkorohod problemnon-convex reflecting boundaries
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- Large deviations for backward stochastic differential equations driven by \(G\)-Brownian motion
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