Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering (Q681989): Difference between revisions

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-.1016/j.spa.2017.05.009
@@ Property / DOI: 10.1016/j.spa.2017.05.009 / rank @@
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+.01048
@@ Property / arXiv ID: 1510.01048 / rank @@
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+Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient
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+Backward stochastic differential equations and partial differential equations with quadratic growth.
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+Comparative survey on nonlinear filtering methods: the quantization and the particle filtering approaches
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+New Kinds of High-Order Multistep Schemes for Coupled Forward Backward Stochastic Differential Equations
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@@ Property / DOI @@
+.1016/J.SPA.2017.05.009
@@ Property / DOI: 10.1016/J.SPA.2017.05.009 / rank @@
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