Large deviation principle for a backward stochastic differential equation with subdifferential operator

In this note, we prove that the solution of a backward stochastic differential equation, which involves a subdifferential operator and associated to a family of reflecting diffusion processes, converges to the solution of a deterministic backward equation and satisfies a large deviation principle. To cite this article: E.H. Essaky, C. R. Acad. Sci. Paris, Ser. I 346 (2008).