An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations (Q5079565): Difference between revisions

@@ Property / cites work @@
+Mean Field Games and Mean Field Type Control Theory
+Normal rank
@@ Property / cites work @@
+Some stochastic particle methods for nonlinear  parabolic PDEs
+Normal rank
@@ Property / cites work @@
+A stochastic particle method for the McKean-Vlasov and the Burgers equation
+Normal rank
@@ Property / cites work @@
+Discrete-time approximation of decoupled Forward-Backward SDE with jumps
+Normal rank
@@ Property / cites work @@
+Q3656686
@@ Property / cites work: Q3656686 / rank @@
+Normal rank
@@ Property / cites work @@
+Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Mean-field backward stochastic differential equations: A limit approach
+Normal rank
@@ Property / cites work @@
+Mean-field backward stochastic differential equations and related partial differential equations
+Normal rank
@@ Property / cites work @@
+Probabilistic Analysis of Mean-Field Games
@@ Property / cites work: Probabilistic Analysis of Mean-Field Games / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical methods for forward-backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes
+Normal rank
@@ Property / cites work @@
+Error expansion for the discretization of backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+A regression-based Monte Carlo method to solve backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Mean Field Games and Applications
@@ Property / cites work: Mean Field Games and Applications / rank @@
+Normal rank
@@ Property / cites work @@
+Higher-order implicit strong numerical schemes for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Gauss-Quadrature Method for One-Dimensional Mean-Field SDEs
+Normal rank
@@ Property / cites work @@
+Mean field games
@@ Property / cites work: Mean field games / rank @@
+Normal rank
@@ Property / cites work @@
+Controlled mean-field backward stochastic differential equations with jumps involving the value function
+Normal rank
@@ Property / cites work @@
+On Numerical Approximations of Forward-Backward Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Representation theorems for backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Numerical Algorithms for Forward-Backward Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Mean-field stochastic linear-quadratic optimal control with Markov jump parameters
+Normal rank
@@ Property / cites work @@
+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential equations and quasilinear parabolic PDEs
+Normal rank
@@ Property / cites work @@
+Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
+Normal rank
@@ Property / cites work @@
+Itô-Taylor Schemes for Solving Mean-Field Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Explicit theta-Schemes for Mean-Field Backward Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Mean Field Games for Large-Population Multiagent Systems with Markov Jump Parameters
+Normal rank
@@ Property / cites work @@
+Explicit deferred correction methods for second-order forward backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+A Unified Probabilistic Discretization Scheme for FBSDEs: Stability, Consistency, and Convergence Analysis
+Normal rank
@@ Property / cites work @@
+A numerical scheme for BSDEs
@@ Property / cites work: A numerical scheme for BSDEs / rank @@
+Normal rank
@@ Property / cites work @@
+A New Kind of Accurate Numerical Method for Backward Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+New Kinds of High-Order Multistep Schemes for Coupled Forward Backward Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+A Stable Multistep Scheme for Solving Backward Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+A Multistep Scheme for Decoupled Forward-Backward Stochastic Differential Equations
+Normal rank