A branching particle system approximation for a class of FBSDEs (Q2296088): Difference between revisions

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Revision as of 01:46, 7 February 2024

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A branching particle system approximation for a class of FBSDEs
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    A branching particle system approximation for a class of FBSDEs (English)
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    17 February 2020
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    forward-backward stochastic differential equation
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    partial differential equations
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    branching particle system
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    numerical solution
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