activity
20102026
most citedMaximum Principle for Forward-Backward Doubly Stochastic Control Systems and Applications

22 citations · 51 across the 18 of their papers we have counts for

collaborators
Showing 2011 · math.PRShow all

1 paper · 2 filters

math.PR2011

Large Deviation for Reflected Backward Stochastic Differential Equations

Liangquan Zhang

In this note, we prove the Freidlin-Wentzell's large deviation principle for BSDEs with one-sided reflection.