Kachanova I. Limit theorems for backward stochastic equations

The limit theorems for backward stochastic differential equations with coefficients depending on a small parameter and having the general structure are obtained. Convergence of solutions of corresponding Cauchy problems for semilinear parabolic second order equations with coefficients depending on a small parameter and having the general structure is shown. The large deviations principle for solutions of backward stochastic equations, which are associated to the solutions of Ito equations with small diffusion, is proved for the case, when coefficients of these equations depend on a small parameter.