Numerical simulation of BSDEs with drivers of quadratic growth (Q655587): Difference between revisions

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+.0401
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+Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
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+Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces
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+BSDE with quadratic growth and unbounded terminal value
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+Quadratic BSDEs with convex generators and unbounded terminal conditions
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+BS\(\Delta\)Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness
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+Q4356591
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+A forward-backward stochastic algorithm for quasi-linear PDEs
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+Backward SDEs with superquadratic growth
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+On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions
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+The Bismut-Elworthy formula for backward SDE's and applications to nonlinear Kolmogorov equations and control in infinite dimensional spaces
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+\(\mathbf L_2\)-time regularity of BSDEs with irregular terminal functions
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+Utility maximization in incomplete markets
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+Path regularity and explicit convergence rate for BSDE with truncated quadratic growth
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+Results on Numerics for FBSDE with Drivers of Quadratic Growth
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+Continuous exponential martingales and BMO
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+Backward stochastic differential equations and partial differential equations with quadratic growth.
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+Existence for BSDE with superlinear–quadratic coefficient
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+A numerical scheme for BSDEs
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+Representation of solutions to BSDEs associated with a degenerate FSDE
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