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Author

George Yin

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Preprint Sep 2026

On Fast-Slow Mean-Field Forward-Backward Stochastic Systems

We establish an averaging principle for a class of multiscale mean-field forward-backward stochastic differential equations and identify several novel phenomena that are absent from classical fast-slow systems. In contrast with classical fast-slow systems, the effective dynamics cannot in general be obtained by simply...

Yi-Hao Sheng, Fu-Ke Wu, George Yin · 0 citations

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