Asymptotic behavior for delayed backward stochastic differential equations

Autor:	Manga, Clément, Aman, Auguste, Tuo, Navegué
Rok vydání:	2022
Předmět:	Mathematics - Probability 34F05 60H10 60F10 60H30 60G07
Druh dokumentu:	Working Paper
Popis:	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. Comment: 19 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2202.07303 Zobrazit plný text záznamu View this record from Arxiv