Asymptotic behavior for delayed backward stochastic differential equations

被引：0

作者：

Manga, Clement ^{[1
]}

Aman, Auguste ^{[2
]}

Tuo, Navegue ^{[3
]}

机构：

[1] Univ Assane Seck, UFR Sci & Technol, Ziguinchor, Senegal

[2] Univ Felix H Boigny, UFR Math & Informat, Abidjan, Cote Ivoire

[3] Univ Alassane Ouattara, UFR Sci Econ & Gest, Bouake, Cote Ivoire

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2023年

关键词：

Backward stochastic differential equations; Delayed generators; Forward stochastic differential equations; Large deviation principe; Meyer-Zheng topologie; MARKOV PROCESS EXPECTATIONS; LARGE DEVIATIONS; TIME;

D O I：

10.1080/03610918.2023.2242011

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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

引用

页数：16

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