Asymptotic behavior for delayed backward stochastic differential equations
Probability
2022-02-16 v1
Abstract
This paper is devoted to study the asymptotic properties for the solution of decoupled forward backward stochastic differential equations with delayed generator. As an application, we establish a large deviation principe for solution of the backward equation.
Keywords
Cite
@article{arxiv.2202.07303,
title = {Asymptotic behavior for delayed backward stochastic differential equations},
author = {Clément Manga and Auguste Aman and Navegué Tuo},
journal= {arXiv preprint arXiv:2202.07303},
year = {2022}
}
Comments
19 pages