On the homotopy analysis method for backward/forward-backward stochastic differential equations (Q1678593): Difference between revisions

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-.1007/s11075-017-0268-2
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+.06091
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+Adapted solution of a backward stochastic differential equation
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+Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
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+Backward doubly stochastic differential equations and systems of quasilinear SPDEs
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+Forward-backward stochastic differential equations and quasilinear parabolic PDEs
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+Backward stochastic differential equations and applications to optimal control
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+Backward Stochastic Differential Equations in Finance
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+Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs
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+Wellposedness of second order backward SDEs
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+High Order Numerical Schemes for Second-Order FBSDEs with Applications to Stochastic Optimal Control
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+Solving forward-backward stochastic differential equations explicitly -- a four step scheme
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+Numerical methods for forward-backward stochastic differential equations
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+Forward-backward stochastic differential equations and their applications
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+Representation theorems for backward stochastic differential equations
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+Discretization of forward–backward stochastic differential equations and related quasi-linear parabolic equations
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+A forward-backward stochastic algorithm for quasi-linear PDEs
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+An interpolated stochastic algorithm for quasi-linear PDEs
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+Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
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+A numerical scheme for BSDEs
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+A regression-based Monte Carlo method to solve backward stochastic differential equations
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+A forward scheme for backward SDEs
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+Error estimates of the \(\theta\)-scheme for backward stochastic differential equations
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+New Kinds of High-Order Multistep Schemes for Coupled Forward Backward Stochastic Differential Equations
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+On the method of directly defining inverse mapping for nonlinear differential equations
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+A New Kind of Accurate Numerical Method for Backward Stochastic Differential Equations
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+Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes
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+Nonlinear Flow Phenomena and Homotopy Analysis
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+The application of homotopy analysis method to nonlinear equations arising in heat transfer
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+Approximate solutions to a parameterized sixth order boundary value problem
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+Application of the homotopy analysis method to the Poisson-Boltzmann equation for semiconductor devices
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+Activation of effector immune cells promotes tumor stochastic extinction: a homotopy analysis approach
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+An analytical method for analyzing symmetry-breaking bifurcation and period-doubling bifurcation
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+On the steady-state fully resonant progressive waves in water of finite depth
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+A General Approach to Obtain Series Solutions of Nonlinear Differential Equations
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+.1007/S11075-017-0268-2
@@ Property / DOI: 10.1007/S11075-017-0268-2 / rank @@
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