Asymptotic Properties of Coupled Forward-Backward Stochastic Differential Equations
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🧮 math.PR
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asymptoticcoupleddifferentialequationsforward-backwardstochasticbehaviorconsider
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In this paper, we consider coupled forward-backward stochastic differential equations (FBSDEs in short) with parameter $\varepsilon >0$. We study the asymptotic behavior of its solutions and establish a large deviation principle for the corresponding processes.
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