scholarly journals Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter

2016 ◽  
Vol 3 (2) ◽  
pp. 191-208 ◽  
Author(s):  
Grigorij Kulinich ◽  
Svitlana Kushnirenko ◽  
Yuliia Mishura
Keyword(s):  
Asymptotic Behavior ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Additive Functionals

scholarly journals Asymptotic properties of coupled forward–backward stochastic differential equations

2014 ◽  
Vol 14 (03) ◽  
pp. 1450004 ◽  
Author(s):  
Ana Bela Cruzeiro ◽  
André de Oliveira Gomes ◽  
Liangquan Zhang
Keyword(s):  
Asymptotic Behavior ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Asymptotic Properties ◽  
Backward Stochastic Differential Equations ◽  
Type Formula ◽  
Deviation Principle

In this paper, we consider coupled forward–backward stochastic differential equations (FBSDEs in short) with parameter ε > 0, of the following type [Formula: see text] We study the asymptotic behavior of its solutions and establish a large deviation principle for the corresponding processes.

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