A strong averaging principle rate for two-time-scale coupled forward-backward stochastic differential equations driven by fractional Brownian motion (Q6166345)
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scientific article; zbMATH DE number 7708047
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A strong averaging principle rate for two-time-scale coupled forward-backward stochastic differential equations driven by fractional Brownian motion |
scientific article; zbMATH DE number 7708047 |
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A strong averaging principle rate for two-time-scale coupled forward-backward stochastic differential equations driven by fractional Brownian motion (English)
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6 July 2023
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stochastic averaging principle
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convergence rate
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fractional Brownian motion
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fast-slow forward-backward stochastic differential equations
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