Pages that link to "Item:Q1999911"
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The following pages link to Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions (Q1999911):
Displaying 4 items.
- A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for deep BSDE solver (Q2133701) (← links)
- A second-order discretization for forward-backward SDEs using local approximations with Malliavin calculus (Q2293285) (← links)
- Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs (Q2326984) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
