Forward Backward Stochastic Differential Equations - Asymptotics and a Large Deviations Principle
From MaRDI portal
Publication:6232999
arXiv1205.3220MaRDI QIDQ6232999
André de Oliveira Gomes, Ana Bela Cruzeiro
Publication date: 14 May 2012
This page was built for publication: Forward Backward Stochastic Differential Equations - Asymptotics and a Large Deviations Principle