{
  "id": "1111.7189",
  "version": "v1",
  "published": "2011-11-30T14:48:03.000Z",
  "updated": "2011-11-30T14:48:03.000Z",
  "title": "Large Deviation for Reflected Backward Stochastic Differential Equations",
  "authors": [
    "Liangquan Zhang"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "In this note, we prove the Freidlin-Wentzell's large deviation principle for BSDEs with one-sided reflection.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2011-11-30T14:48:03.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "reflected backward stochastic differential equations",
      "freidlin-wentzells large deviation principle"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2011arXiv1111.7189Z"
    }
  }
}