Large deviation principle for a backward stochastic differential equation driven by $G$-Brownian motion with subdifferential operator
Probability
2024-03-08 v2
Abstract
In this paper, we study a large deviation principle for the solution of a backward stochastic differential equation driven by -Brownian motion with subdifferential operator.
Cite
@article{arxiv.2004.00976,
title = {Large deviation principle for a backward stochastic differential equation driven by $G$-Brownian motion with subdifferential operator},
author = {Abdoulaye Soumana Hima and Ibrahim Dakaou},
journal= {arXiv preprint arXiv:2004.00976},
year = {2024}
}
Comments
16 pages. arXiv admin note: substantial text overlap with arXiv:2003.06953