论文标题
由$ g $ -Brownian Motion驱动的,带有子差异操作员驱动的向后随机微分方程的大偏差原理
Large deviation principle for a backward stochastic differential equation driven by $G$-Brownian motion with subdifferential operator
论文作者
论文摘要
在本文中,我们研究了一个较大的偏差原理,用于解决由$ g $ -Brownian运动驱动的向后随机微分方程,并具有细分操作员。
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.