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Latest revision as of 09:23, 30 July 2024

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The Forward-Backward Stochastic Heat Equation: Numerical Analysis and Simulation
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    The Forward-Backward Stochastic Heat Equation: Numerical Analysis and Simulation (English)
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    7 September 2016
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    forward-backward stochastic heat equation
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    space discretization
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    least squares Monte Carlo method
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    partitioning estimation
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    stochastic gradient method
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    stochastic optimal control
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