Averaging principle for BSDEs driven by two mutually independent fractional Brownian motions (Q6170985)
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scientific article; zbMATH DE number 7725537
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Averaging principle for BSDEs driven by two mutually independent fractional Brownian motions |
scientific article; zbMATH DE number 7725537 |
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Averaging principle for BSDEs driven by two mutually independent fractional Brownian motions (English)
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10 August 2023
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averaging principle
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backward stochastic differential equation
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stochastic calculus
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fractional Brownian motion
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Chebyshev's inequality and Itô's representation formula
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