| Abstract | 第5-6页 |
| 中文摘要 | 第7-10页 |
| Chaper 1 Introduction | 第10-19页 |
| 1.1 Background | 第10-13页 |
| 1.2 Preliminaries | 第13-19页 |
| 1.2.1 G-Brownian motion and its related It?o’s calculus | 第13-17页 |
| 1.2.2 Several lemmas | 第17-19页 |
| Chaper 2 Multi-valued backward stochastic differential equations drivenby G-Brownian motion | 第19-34页 |
| 2.1 Notations, assumptions and definition | 第19-21页 |
| 2.2 The uniqueness and existence of the solution | 第21-28页 |
| 2.3 Viscosity solution of a class of nonlinear variational inequalities | 第28-34页 |
| Chaper 3 LDP for G-BSDE | 第34-43页 |
| 3.1 Rate functions and contraction principle | 第34-35页 |
| 3.2 LDP and convergence of the solution of G-BSDE | 第35-43页 |
| Chaper 4 LDP for G-MBSDE | 第43-48页 |
| Reference | 第48-51页 |
| 致谢 | 第51-52页 |
| Accepted paper during the master | 第52页 |
