Functional law of the iterated logarithm for backward stochastic differential equations

DOI10.1515/ROSE-2014-0010zbMath1298.60037OpenAlexW2332807617MaRDI QIDQ2247974

Modeste N'zi, Ibrahim Dakaou

Publication date: 30 June 2014

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose-2014-0010

zbMATH Keywords

large deviationbackward stochastic differential equationslaw of iterated logarithm

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Functional limit theorems; invariance principles (60F17)

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