Perturbative expansion technique for non-linear FBSDEs with interacting particle method (Q2013321): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:32, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Perturbative expansion technique for non-linear FBSDEs with interacting particle method |
scientific article |
Statements
Perturbative expansion technique for non-linear FBSDEs with interacting particle method (English)
0 references
17 August 2017
0 references
BSDE
0 references
FBSDE
0 references
asymptotic expansion
0 references
Malliavin derivative
0 references
interacting particle method
0 references
branching diffusion
0 references
