Large Deviation for Reflected Backward Stochastic Differential Equations
arXiv:1111.7189
Abstract
In this note, we prove the Freidlin-Wentzell's large deviation principle for BSDEs with one-sided reflection.
arXiv:1111.7189
In this note, we prove the Freidlin-Wentzell's large deviation principle for BSDEs with one-sided reflection.