论文标题

延迟向后随机微分方程的渐近行为

Asymptotic behavior for delayed backward stochastic differential equations

论文作者

Manga, Clément, Aman, Auguste, Tuo, Navegué

论文摘要

本文致力于研究用延迟发电机向后向后的随机微分方程解的渐近特性。作为应用程序,我们建立了一个较大的偏差principe,用于向后方程的解决方案。

This paper is devoted to study the asymptotic properties for the solution of decoupled forward backward stochastic differential equations with delayed generator. As an application, we establish a large deviation principe for solution of the backward equation.

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