A strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equations

DOI10.1007/s10959-023-01278-1OpenAlexW4385380214MaRDI QIDQ6071185

Qiqi Lian, Jie Xu

Publication date: 21 November 2023

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-023-01278-1

zbMATH Keywords

convergence ratestochastic averaging principlefast-slow FBSDEs

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Systems with slow and fast motions for nonlinear problems in mechanics (70K70) Averaging of perturbations for nonlinear problems in mechanics (70K65)

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