全部 标题 作者
关键词 摘要

OALib Journal期刊
ISSN: 2333-9721
费用:99美元

查看量下载量

相关文章

更多...
Mathematics  2012 

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

Full-Text   Cite this paper   Add to My Lib

Abstract:

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 uniqueness of solutions as well as comparison results. We then connect the results to the Markovian FBSDE setting, discussing applications in the theory of PDE perturbation and stating a result concerning a large deviations principle for the first component of the solution to the BSDE.

Full-Text

Contact Us

service@oalib.com

QQ:3279437679

WhatsApp +8615387084133