Averaging principle for backward stochastic differential equations

DOI10.1155/2021/6615989zbMath1465.60051OpenAlexW3134019987WikidataQ115243662 ScholiaQ115243662MaRDI QIDQ2662996

Yuanyuan Jing, Zhi Li

Publication date: 15 April 2021

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2021/6615989

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging method for ordinary differential equations (34C29)

Related Items (1)

Averaging principle for BSDEs driven by two mutually independent fractional Brownian motions

Cites Work

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• Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier
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• A veraging principle for multivalued stochastic differential equations
• Reflected BSDE's with discontinuous barrier and application

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