An averaging principle for nonlinear parabolic PDEs via FBSDEs driven by G-Brownian motion

DOI10.1016/J.JMAA.2021.125893MaRDI QIDQ2069922zbMATH OpenOpenAlexFDO

Authors Mingshang Hu, Lianzi Jiang, Falei Wang

Publication date 21 January 2022

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2021.125893

zbMATH Keywords

\(G\)-Brownian motionaveraging principlebackward stochastic differential equationfully nonlinear PDE

Mathematics Subject Classification ID

Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites work

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Cited in

(8)

• On the averaging principle for SDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients
• Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs
• scientific article; zbMATH DE number 2033615 (Why is no real title available?)
• Averaging principle for SDEs of neutral type driven by G-Brownian motion
• Stability and averaging principle for distribution dependent SDEs driven by G-Brownian motion
• An averaging principle for nonlinear parabolic PDEs via reflected FBSDEs driven by G-Brownian motion
• Averaging principles for forward-backward multivalued stochastic systems and applications to systems of nonlinear parabolic partial differential equations
• Probabilistic approach to averaging for a type of multivalued Dirichlet-Neumann problems

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