Averaging principle for BSDEs driven by fractional Brownian motion with non Lipschitz coefficients (Q6598246)
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scientific article; zbMATH DE number 7906598
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Averaging principle for BSDEs driven by fractional Brownian motion with non Lipschitz coefficients |
scientific article; zbMATH DE number 7906598 |
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Averaging principle for BSDEs driven by fractional Brownian motion with non Lipschitz coefficients (English)
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4 September 2024
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averaging principle
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backward stochastic differential equation
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fractional Brownian motion
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stochastic calculus
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non Lipschitz coefficients
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Chebyshev's inequality and Itô's representation formula
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