A strong averaging principle rate for two-time-scale coupled forward-backward stochastic differential equations driven by fractional Brownian motion
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Cited in
(4)- A strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equations
- Averaging principle for BSDEs driven by two mutually independent fractional Brownian motions
- Second-order fast-slow stochastic systems
- A note on strong convergence rate in averaging principle for stochastic FitzHugh–Nagumo system with two time-scales
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