A semidiscrete Galerkin scheme for backward stochastic parabolic differential equations (Q326804): Difference between revisions

From MaRDI portal

Jump to:navigation, search

← Older edit Newer edit →

Revision as of 23:58, 8 December 2024

scientific article

Language	Label	Description	Also known as
English	A semidiscrete Galerkin scheme for backward stochastic parabolic differential equations	scientific article

Statements

scholarly article

0 references

A semidiscrete Galerkin scheme for backward stochastic parabolic differential equations (English)

0 references

Mathematical Control and Related Fields

0 references

publication date

12 October 2016

0 references

full work available at URL

https://arxiv.org/abs/1507.04100

0 references

zbMATH Keywords

backward stochastic parabolic PDE

0 references

backward stochastic differential equation

0 references

Galerkin method

0 references

strong convergence

0 references

0 references

MaRDI profile type

0 references

A forward scheme for backward SDEs

0 references

Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations

0 references

Simulation of BSDEs by Wiener chaos expansion

0 references

Numerical methods for forward-backward stochastic differential equations

0 references

Infinite horizon BSDEs in infinite dimensions with continuous driver and applications

0 references

A regression-based Monte Carlo method to solve backward stochastic differential equations

0 references

Time-discretised Galerkin approximations of parabolic stochastic PDE's

0 references

Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. I

0 references

Wiener chaos expansions and numerical solutions of randomly forced equations of fluid mechanics

0 references

Malliavin calculus for backward stochastic differential equations and application to numerical solutions

0 references

Maximum principle for semilinear stochastic evolution control systems

0 references

Adapted solution of a backward semilinear stochastic evolution equation

0 references

Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise

0 references

Nonlinear Filtering Revisited: A Spectral Approach

0 references

General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions

0 references

Numerical method for backward stochastic differential equations

0 references

Solving forward-backward stochastic differential equations explicitly -- a four step scheme

0 references

Path regularity for solutions of backward stochastic differential equations

0 references

Numerical Algorithms for Forward-Backward Stochastic Differential Equations

0 references

Stochastic partial differential equations and filtering of diffusion processes

0 references

Numerical methods for stochastic parabolic PDEs

0 references

Existence, uniqueness and space regularity of the adapted solutions of a backward spde

0 references

Finite element methods for parabolic stochastic PDE's

0 references

Numerical solutions of backward stochastic differential equations: a finite transposition method

0 references

Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise

0 references

Wiener Chaos Solutions for Linear Backward Stochastic Evolution Equations

0 references

0 references

A numerical scheme for BSDEs

0 references

A duality analysis on stochastic partial differential equations

0 references

Identifiers

zbMATH Open document ID

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

zbMATH DE Number

0 references

0 references

0 references

10.3934/MCRF.2016013

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:326804

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q326804&oldid=38064921"