Explicit multistep stochastic characteristic approximation methods for forward backward stochastic differential equations (Q2129143): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.3934/dcdss.2021044
+Normal rank
@@ Property / OpenAlex ID @@
+W3157068108
@@ Property / OpenAlex ID: W3157068108 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3331506
@@ Property / cites work: Q3331506 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical Methods for Ordinary Differential Equations
+Normal rank
@@ Property / cites work @@
+Mean-field backward stochastic differential equations and related partial differential equations
+Normal rank
@@ Property / cites work @@
+An interpolated stochastic algorithm for quasi-linear PDEs
+Normal rank
@@ Property / cites work @@
+A probabilistic numerical method for fully nonlinear parabolic PDEs
+Normal rank
@@ Property / cites work @@
+Multistep schemes for forward backward stochastic differential equations with jumps
+Normal rank
@@ Property / cites work @@
+Error expansion for the discretization of backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Zero-sum stochastic differential games and backward equations
+Normal rank
@@ Property / cites work @@
+Solution of forward-backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps
+Normal rank
@@ Property / cites work @@
+A Fully Discrete Explicit Multistep Scheme for Solving Coupled Forward Backward Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Discretization of forward–backward stochastic differential equations and related quasi-linear parabolic equations
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
+Normal rank
@@ Property / cites work @@
+A General Stochastic Maximum Principle for Optimal Control Problems
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential equations and quasilinear parabolic PDEs
+Normal rank
@@ Property / cites work @@
+Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Explicit theta-Schemes for Mean-Field Backward Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Explicit deferred correction methods for second-order forward backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+A New Kind of Accurate Numerical Method for Backward Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+New Kinds of High-Order Multistep Schemes for Coupled Forward Backward Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Second-order schemes for solving decoupled forward backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Error estimates of the \(\theta\)-scheme for backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+A Numerical Method and its Error Estimates for the Decoupled Forward-Backward Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+High Order Numerical Schemes for Second-Order FBSDEs with Applications to Stochastic Optimal Control
+Normal rank