Asymptotic behavior for delayed backward stochastic differential equations

TL;DR

This paper investigates the long-term behavior of solutions to delayed backward stochastic differential equations and establishes a large deviation principle for their solutions.

Contribution

It provides new insights into the asymptotic properties of delayed backward stochastic differential equations and introduces a large deviation principle for their solutions.

Findings

Analysis of asymptotic behavior of delayed backward SDEs

Establishment of a large deviation principle for solutions

Abstract

This paper is devoted to study the asymptotic properties for the solution of decoupled forward backward stochastic differential equations with delayed generator. As an application, we establish a large deviation principe for solution of the backward equation.