A strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equations (Q6071185)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7768816
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | 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)
0 references
21 November 2023
0 references
stochastic averaging principle
0 references
convergence rate
0 references
fast-slow FBSDEs
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8837066292762756
0 references
0.8210102319717407
0 references
0.8161547183990479
0 references
0.8153894543647766
0 references
0.8074010610580444
0 references
