Abstract
In this paper, we consider forward–backward stochastic differential equation driven by G-Brownian motion (G-FBSDEs in short) with small parameter \(\varepsilon > 0\). We study the asymptotic behavior of the solution of the backward equation and establish a large deviation principle for the corresponding process.
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The authors would like to thank the anonymous referee and the AE for their helpful comments and suggestions that greatly improved the paper.
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Dakaou, I., Hima, A.S. Large Deviations for Backward Stochastic Differential Equations Driven by G-Brownian Motion. J Theor Probab 34, 499–521 (2021). https://doi.org/10.1007/s10959-020-01005-0
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DOI: https://doi.org/10.1007/s10959-020-01005-0