arXiv subjects

Ibrahim Dakaou

Publications and source records attributed to Ibrahim Dakaou.

2 recordsLinked to original sources

arXiv2024

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

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.

math.PR↗

arXiv2020

Large deviations for backward stochastic differential equations driven by $G$-Brownian motion

In this paper, we consider forward-backward stochastic differential equation driven by $G$-Brownian motion ($G$-FBSDEs in short) with small parameter $\varepsilon > 0$. We study the asymptotic behavior of the solution of the backward equation and establish a large deviation principle for the corresponding process.

math.PR↗