Large deviation principle for backward stochastic differential equations with a stochastic Lipschitz condition on \(z\)

DOI10.1142/s0219493724500436MaRDI QIDQ6665577

Jiaqiang Wen, Yu-feng Shi, Zhi Yang

Publication date: 17 January 2025

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

zbMATH Keywords

Malliavin calculusbackward stochastic differential equationslarge deviation principleFeynman-Kac formulaparabolic PDE

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Large deviations (60F10) Stochastic calculus of variations and the Malliavin calculus (60H07)

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