Large deviation principle for a backward stochastic differential equation with subdifferential operator
DOI10.1016/J.CRMA.2007.10.044zbMATH Open1139.60029OpenAlexW2004488989WikidataQ115358285 ScholiaQ115358285MaRDI QIDQ2473019FDOQ2473019
Authors: E. H. Essaky 
Publication date: 26 February 2008
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2007.10.044
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Cites Work
- Stochastic differential equations with reflecting boundary conditions
- Title not available (Why is that?)
- An introduction to the theory of large deviations
- Title not available (Why is that?)
- Backward stochastic differential equations with subdifferential operator and related variational inequalities
- Stochastic differential equations for multi-dimensional domain with reflecting boundary
- A large deviation principle of reflecting diffusions
- Large deviations of a forward backward stochastic differential equation.
Cited In (9)
- Asymptotic properties of coupled forward-backward stochastic differential equations
- Large deviation principle for diffusion processes under a sublinear expectation
- Large deviations for backward stochastic differential equations driven by \(G\)-Brownian motion
- Large deviations for backward stochastic equations with quadratic growth
- Large deviation for mean-field stochastic differential equations with subdifferential operator
- Large deviations for the backward stochastic differential equations
- Large deviation principle for backward stochastic differential equations with a stochastic Lipschitz condition on \(z\)
- Large deviation for multivalued backward stochastic differential equations
- BSDE with jumps and non-Lipschitz coefficients: application to large deviations
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