Large Deviations for Backward Stochastic Differential Equations Driven by G-Brownian Motion

In this paper, we consider forward–backward stochastic differential equation driven by G-Brownian motion (G-FBSDEs in short) with small parameter ε>0\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\varepsilon > 0$$\end{document}. We study the asymptotic behavior of the solution of the backward equation and establish a large deviation principle for the corresponding process.