Asymptotic properties of coupled forward–backward stochastic differential equations

DOI10.1142/S021949371450004XzbMath1309.60056arXiv1203.0862OpenAlexW2130403982MaRDI QIDQ5170134

Ana Bela Cruzeiro, Liangquan Zhang, André de Oliveira Gomes

Publication date: 18 July 2014

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.0862

zbMATH Keywords

large deviation principlealmost sure convergenceforward-backward stochastic differential equationsMeyer-Zheng topologyconvergence of distributionsquasi-martingale

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Generalizations of martingales (60G48) Large deviations (60F10)

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