Large deviations of a forward backward stochastic differential equation.
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Publication:2499744
DOI10.1016/j.crma.2006.05.022zbMath1098.60055OpenAlexW2020439291MaRDI QIDQ2499744
Publication date: 14 August 2006
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.2006.05.022
Related Items (8)
Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control ⋮ BSDE with jumps and non-Lipschitz coefficients: application to large deviations ⋮ Large deviation principle for a backward stochastic differential equation with subdifferential operator ⋮ Asymptotic properties of coupled forward–backward stochastic differential equations ⋮ QUADRATIC FBSDE WITH GENERALIZED BURGERS' TYPE NONLINEARITIES, PERTURBATIONS AND LARGE DEVIATIONS ⋮ Large deviations for backward stochastic differential equations driven by \(G\)-Brownian motion ⋮ Asymptotic behaviors for functionals of random dynamical systems ⋮ Asymptotics for FBSDES with Jumps and Connections with Partial Integral Differential Equations
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