The Forward-Backward Stochastic Heat Equation: Numerical Analysis and Simulation (Q2818259): Difference between revisions
From MaRDI portal
Latest revision as of 09:23, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The Forward-Backward Stochastic Heat Equation: Numerical Analysis and Simulation |
scientific article |
Statements
The Forward-Backward Stochastic Heat Equation: Numerical Analysis and Simulation (English)
0 references
7 September 2016
0 references
forward-backward stochastic heat equation
0 references
space discretization
0 references
least squares Monte Carlo method
0 references
partitioning estimation
0 references
stochastic gradient method
0 references
stochastic optimal control
0 references
0 references
0 references
0 references
0 references
0 references
0 references