Pages that link to "Item:Q2232189"

The following pages link to The averaging principle for non-autonomous slow-fast stochastic differential equations and an application to a local stochastic volatility model (Q2232189):

Displaying 4 items.

• A strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equations (Q6071185) (← links)
• Singular perturbations in stochastic optimal control with unbounded data (Q6138481) (← links)
• A strong averaging principle rate for two-time-scale coupled forward-backward stochastic differential equations driven by fractional Brownian motion (Q6166345) (← links)
• The order of convergence in the averaging principle for slow-fast systems of stochastic evolution equations in Hilbert spaces (Q6166352) (← links)