Large Deviation for Reflected Backward Stochastic Differential Equations

Details Large Deviation for Reflected Backward Stochastic Differential Equations Large Deviation for Reflected Backward Stochastic Differential Equations

2011-11-30

arxiv.org/abs/1111.7189v1

Mathematics

Probability

Scientific paper

In this note, we prove the Freidlin-Wentzell's large deviation principle for
BSDEs with one-sided reflection.

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