Abstract

In this paper, we study the averaging problem for a class of forward-backward stochastic differential equations driven by G-Brownian motion (G-FBSDEs) with rapidly oscillating coefficients, which corresponds to the singular perturbation problem of a kind of fully nonlinear partial differential equations (PDEs). With the help of the nonlinear stochastic analysis techniques and viscosity solution methods, we prove that the limit distribution of the solution is the unique viscosity solution to a fully nonlinear PDE.

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