  Stochastic averaging for a class of backward stochastic differential
equations driven by both standard and fractional Brownian motions (SFrBSDEs in
short), is investigated. An averaged SFrBSDEs for the original SFrBSDEs is
proposed, 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 and
also in probability.
