Asymptotic Properties of Coupled Forward-Backward Stochastic   Differential Equations
  In this paper, we consider coupled forward-backward stochastic differential equations (FBSDEs in short) with parameter $\varepsilon >0$. We study the asymptotic behavior of its solutions and establish a large deviation principle for the corresponding processes. 
Ana Bela Cruzeiro, Andr\'e de Oliveira Gomes, Liangquan Zhang
math.PR