An Explicit Second Order Scheme for Decoupled Anticipated Forward Backward Stochastic Differential Equations (Q4986617): Difference between revisions

Latest revision as of 15:31, 30 December 2024

scientific article; zbMATH DE number 7340266

Language	Label	Description	Also known as
English	An Explicit Second Order Scheme for Decoupled Anticipated Forward Backward Stochastic Differential Equations	scientific article; zbMATH DE number 7340266

Statements

instance of

scholarly article

0 references

title

An Explicit Second Order Scheme for Decoupled Anticipated Forward Backward Stochastic Differential Equations (English)

0 references

0 references

0 references

East Asian Journal on Applied Mathematics

0 references

publication date

27 April 2021

0 references

zbMATH Keywords

anticipated forward backward stochastic differential equations

0 references

explicit scheme

0 references

error estimate

0 references

second order convergence

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.4208/eajam.271119.200220

0 references

cites work

Q3331506

0 references

A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations

0 references

Numerical approximation of BSDEs using local polynomial drivers and branching processes

0 references

A type of general forward-backward stochastic differential equations and applications

0 references

Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem

0 references

Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps

0 references

Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes

0 references

Branching diffusion representation of semilinear PDEs and Monte Carlo approximation

0 references

Identifiers

zbMATH Open document ID

1472.60114

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

10.4208/EAJAM.271119.200220

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:4986617

@@ Property / DOI @@
-.4208/eajam.271119.200220
@@ Property / DOI: 10.4208/eajam.271119.200220 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.4208/eajam.271119.200220
+Normal rank
@@ Property / OpenAlex ID @@
+W3034653771
@@ Property / OpenAlex ID: W3034653771 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3331506
@@ Property / cites work: Q3331506 / rank @@
+Normal rank
@@ Property / cites work @@
+A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations
+Normal rank
@@ Property / cites work @@
+Numerical approximation of BSDEs using local polynomial drivers and branching processes
+Normal rank
@@ Property / cites work @@
+A type of general forward-backward stochastic differential equations and applications
+Normal rank
@@ Property / cites work @@
+Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem
+Normal rank
@@ Property / cites work @@
+Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps
+Normal rank
@@ Property / cites work @@
+Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes
+Normal rank
@@ Property / cites work @@
+Branching diffusion representation of semilinear PDEs and Monte Carlo approximation
+Normal rank
@@ Property / DOI @@
+.4208/EAJAM.271119.200220
@@ Property / DOI: 10.4208/EAJAM.271119.200220 / rank @@
+Normal rank