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Large deviations for backward stochastic differential equations driven by $G$-Brownian motion
Ibrahim Dakaou, Abdoulaye Soumana Hima · 2020-03-16 · via math.PR updates on arXiv.org

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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