Chinese Abstract | 第1-9页 |
English Abstract | 第9-13页 |
1 Introduction | 第13-25页 |
·The Classic Results of Large Deviation Theory | 第13-19页 |
·Some Basic Knowledge of Large Deviation Theory | 第14-18页 |
·Large Deviation Principle of the Solution of SDE with Small Noise | 第18-19页 |
·Backward Stochastic Differential Equation and the Related Theories | 第19-25页 |
·Basic Knowledge of BSDE and Related g-Expectation | 第19-22页 |
·The Preliminaries of Forward-BSDE | 第22-25页 |
2 Large Deviation Principle for Capacity | 第25-35页 |
·The Preliminaries of Capacity | 第25-27页 |
·Center limit Theorem and Large Deviation Principle for Capacity | 第27-35页 |
3 Large Deviation Principle for the Solution of FBSDE with Small Noise and An Application in Finance | 第35-51页 |
·The Convergence of the Solution of FBSDE with Small Noise | 第36-42页 |
·Large Deviation Principle for the Solution of FBSDE with Small Noise | 第42-47页 |
·An Application in Financial Risk Measurement | 第47-51页 |
References | 第51-55页 |
Acknowledgement | 第55-56页 |
学位论文评阅及答辩情况表 | 第56页 |