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arXiv · 2004.00976

Large deviation principle for a backward stochastic differential equation driven by $G$-Brownian motion with subdifferential operator

Abdoulaye Soumana Hima·Ibrahim Dakaou
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Abstract

In this paper, we study a large deviation principle for the solution of a backward stochastic differential equation driven by $G$-Brownian motion with subdifferential operator.

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Abdoulaye Soumana Hima, Ibrahim Dakaou. 2020-03-26. Large deviation principle for a backward stochastic differential equation driven by $G$-Brownian motion with subdifferential operator. https://arxiv.org/abs/2004.00976

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