加载中…
We discuss BSDE with drivers containing nonlinearities of the type and with 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.

生成讲解博客的中文版本

生成AI智能校验的中文版本