Large deviation principle for backward stochastic differential equations with a stochastic Lipschitz condition on \(z\) (Q6665577)
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scientific article; zbMATH DE number 7969385
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviation principle for backward stochastic differential equations with a stochastic Lipschitz condition on \(z\) |
scientific article; zbMATH DE number 7969385 |
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Large deviation principle for backward stochastic differential equations with a stochastic Lipschitz condition on \(z\) (English)
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17 January 2025
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backward stochastic differential equations
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parabolic PDE
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large deviation principle
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Feynman-Kac formula
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Malliavin calculus
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