A strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equations (Q6071185)

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scientific article; zbMATH DE number 7768816
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A strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equations
scientific article; zbMATH DE number 7768816

    Statements

    A strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equations (English)
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    21 November 2023
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    stochastic averaging principle
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    convergence rate
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    fast-slow FBSDEs
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