Ibrahim Dakaou

most citedLarge deviations for backward stochastic differential equations driven by

G

-Brownian motion

1 citations · 1 across the 2 of their papers we have counts for

collaborators

2 papers

math.PR2020

Large deviation principle for a backward stochastic differential equation driven by $G$ -Brownian motion with subdifferential operator

Abdoulaye Soumana Hima, Ibrahim Dakaou

In this paper, we study a large deviation principle for the solution of a backward stochastic differential equation driven by $G$ -Brownian motion with subdifferential operator.

math.PR2020★ 1 cited

Large deviations for backward stochastic differential equations driven by $G$ -Brownian motion

Ibrahim Dakaou, Abdoulaye Soumana Hima

In this paper, we consider forward-backward stochastic differential equation driven by $G$ -Brownian motion ( $G$ -FBSDEs in short) with small parameter $ε > 0$ . We study th…

Large deviation principle for a backward stochastic differential equation driven by G-Brownian motion with subdifferential operator

Large deviations for backward stochastic differential equations driven by G-Brownian motion

Large deviation principle for a backward stochastic differential equation driven by $G$ -Brownian motion with subdifferential operator

Large deviations for backward stochastic differential equations driven by $G$ -Brownian motion