Averaging Principle for Backward Stochastic Differential Equations
نویسندگان
چکیده
The averaging principle for BSDEs and one-barrier RBSDEs, with Lipschitz coefficients, is investigated. An averaged the original proposed, as well their solutions are quantitatively compared. Under some appropriate assumptions, to systems can be approximated by stochastic in sense of mean square.
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ژورنال
عنوان ژورنال: Discrete Dynamics in Nature and Society
سال: 2021
ISSN: ['1607-887X', '1026-0226']
DOI: https://doi.org/10.1155/2021/6615989