Large deviation for multivalued backward stochastic differential equations

DOI10.1515/ROSE-2014-0013zbMath1295.60035OpenAlexW2328573601MaRDI QIDQ2247977

Ibrahim Dakaou, Modeste N'zi

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-2014-0013

zbMATH Keywords

large deviationcontraction principlemultivalued backward stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10)

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