An averaging principle for nonlinear parabolic PDEs via FBSDEs driven by \(G\)-Brownian motion (Q2069922)
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scientific article; zbMATH DE number 7461311
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| English | An averaging principle for nonlinear parabolic PDEs via FBSDEs driven by \(G\)-Brownian motion |
scientific article; zbMATH DE number 7461311 |
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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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0.8307557106018066
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0.82989102602005
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0.8177474737167358
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0.8177140951156616
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0.8017975687980652
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