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

Hima, Abdoulaye Soumana, Dakaou, Ibrahim

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.

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