Mathematics – Probability
Scientific paper
2012-03-05
Mathematics
Probability
arXiv admin note: text overlap with arXiv:1111.7189
Scientific paper
In this paper, we consider a kind of coupled Forward-Backward Stochastic
Differential Equations (FBSDEs in short) with parameter $\varepsilon >0.$%. We
study the convergence of distributions of
$(X^{\varepsilon,t,x},Y^{\varepsilon,t,x}),$ as $\varepsilon \rightarrow 0,$
and prove the Freidlin-Wentzell's large deviation principle as well.
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