A strong averaging principle rate for two-time-scale coupled forward-backward stochastic differential equations driven by fractional Brownian motion

From MaRDI portal
Publication:6166345

DOI10.1007/s00245-023-10008-2zbMath1515.60222MaRDI QIDQ6166345

Jiang-Lun Wu, Qiqi Lian, Jie Xu

Publication date: 6 July 2023

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)






Cites Work


This page was built for publication: A strong averaging principle rate for two-time-scale coupled forward-backward stochastic differential equations driven by fractional Brownian motion