A strong averaging principle rate for two-time-scale coupled forward-backward stochastic differential equations driven by fractional Brownian motion
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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)
fractional Brownian motionconvergence ratestochastic averaging principlefast-slow forward-backward stochastic differential equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integral equations (60H20)
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