Journal
DISCRETE DYNAMICS IN NATURE AND SOCIETY
Volume 2021, Issue -, Pages -Publisher
HINDAWI LTD
DOI: 10.1155/2021/6615989
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The averaging principle for BSDEs and one-barrier RBSDEs with Lipschitz coefficients is explored, proposing averaged versions of these systems and quantitatively comparing their solutions. Under certain assumptions, the solutions to original systems can be approximated by the solutions to averaged stochastic systems in terms of mean square.
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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