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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equations |
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 (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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