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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2020
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2004.00976 |
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| _version_ | 1866911790576697344 |
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| author | Hima, Abdoulaye Soumana Dakaou, Ibrahim |
| author_facet | Hima, Abdoulaye Soumana Dakaou, Ibrahim |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2004_00976 |
| institution | arXiv |
| publishDate | 2020 |
| record_format | arxiv |
| spellingShingle | Large deviation principle for a backward stochastic differential equation driven by $G$-Brownian motion with subdifferential operator Hima, Abdoulaye Soumana Dakaou, Ibrahim Probability 60F10 (Primary) 60H10, 60H30 (Secondary) 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. |
| title | Large deviation principle for a backward stochastic differential equation driven by $G$-Brownian motion with subdifferential operator |
| topic | Probability 60F10 (Primary) 60H10, 60H30 (Secondary) |
| url | https://arxiv.org/abs/2004.00976 |