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  • 标题:Averaging Principle for Backward Stochastic Differential Equations
  • 本地全文:下载
  • 作者:Yuanyuan Jing ; Zhi Li
  • 期刊名称:Discrete Dynamics in Nature and Society
  • 印刷版ISSN:1026-0226
  • 电子版ISSN:1607-887X
  • 出版年度:2021
  • 卷号:2021
  • 页码:1-10
  • DOI:10.1155/2021/6615989
  • 出版社:Hindawi Publishing Corporation
  • 摘要:The averaging principle for BSDEs and one-barrier RBSDEs, with Lipschitz coefficients, is investigated. An averaged BSDEs for the original BSDEs is proposed, as well as the one-barrier RBSDEs, and their solutions are quantitatively compared. Under some appropriate assumptions, the solutions to original systems can be approximated by the solutions to averaged stochastic systems in the sense of mean square.
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