Quadratic FBSDE with generalized Burgers' type nonlinearities, perturbations and large deviations

Christoph Frei, Gonçalo Dos Reis

We discuss BSDE with drivers containing nonlinearities of the type $p(y)|z|$ and $p(y)|z{|}^2$ with $p$ a polynomial of any degree. Sufficient conditions are given for existence and…