Pages that link to "Item:Q2029145"
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The following pages link to An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2029145):
Displayed 5 items.
- Discrete fractional stochastic Grönwall inequalities arising in the numerical analysis of multi-term fractional order stochastic differential equations (Q2060282) (← links)
- An averaging principle for nonlinear parabolic PDEs via FBSDEs driven by \(G\)-Brownian motion (Q2069922) (← links)
- Pathwise convergence under Knightian uncertainty (Q2084885) (← links)
- Discrete‐time approximation for stochastic optimal control problems under the <i>G</i>‐expectation framework (Q6053701) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)