论文标题
由$ g $ - 布朗尼运动驱动的向后随机微分方程的大偏差
Large deviations for backward stochastic differential equations driven by $G$-Brownian motion
论文作者
论文摘要
在本文中，我们考虑了由$ g $ -Brownian Motion（简称$ G $ -FBSDES）驱动的前向后的随机微分方程，并带有小参数$ \ VAREPSILON> 0 $。我们研究向后方程解的渐近行为，并为相应过程建立一个较大的偏差原理。
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.
