A semidiscrete Galerkin scheme for backward stochastic parabolic differential equations (Q326804): Difference between revisions

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-Yan Qing Wang
@@ Property / author: Yan Qing Wang / rank @@
-Normal rank
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+Yan Qing Wang
@@ Property / author: Yan Qing Wang / rank @@
+Normal rank
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+MaRDI publication profile
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+W2962976613
@@ Property / OpenAlex ID: W2962976613 / rank @@
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+.04100
@@ Property / arXiv ID: 1507.04100 / rank @@
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@@ Property / cites work @@
+A forward scheme for backward SDEs
@@ Property / cites work: A forward scheme for backward SDEs / rank @@
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+Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
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+Malliavin calculus for backward stochastic differential equations and application to numerical solutions
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+Numerical Algorithms for Forward-Backward Stochastic Differential Equations
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+Numerical methods for stochastic parabolic PDEs
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+Existence, uniqueness and space regularity of the adapted solutions of a backward spde
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+Finite element methods for parabolic stochastic PDE's
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+Numerical solutions of backward stochastic differential equations: a finite transposition method
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+Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise
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+Wiener Chaos Solutions for Linear Backward Stochastic Evolution Equations
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+Q4255599
@@ Property / cites work: Q4255599 / rank @@
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+A numerical scheme for BSDEs
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+A duality analysis on stochastic partial differential equations
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+Publication:326804