| Abstract: |
| This work focuses on fast-slow coupled forward-backward stochastic differential equations (FBSDEs). Firstly, the well-posedness of such systems is established and some necessary estimates are provided. Subsequently, the averaging principle with strong convergence for both forward and backward components is established by using Khasminskii`s time discretization technique. Finally, this averaging principle is applied to examine the singularly perturbed linear-quadratic stochastic control problem. |
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