An averaging principle for nonlinear parabolic PDEs via FBSDEs driven by \(G\)-Brownian motion (Q2069922)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An averaging principle for nonlinear parabolic PDEs via FBSDEs driven by \(G\)-Brownian motion |
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An averaging principle for nonlinear parabolic PDEs via FBSDEs driven by \(G\)-Brownian motion (English)
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21 January 2022
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averaging principle
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fully nonlinear PDE
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backward stochastic differential equation
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\(G\)-Brownian motion
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