A forward-backward stochastic algorithm for quasi-linear PDEs (Q2494576): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Backward-forward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A quantization algorithm for solving multidimensional discrete-time optimal stopping problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4356591 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4453266 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical methods for forward-backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Foundations of quantization for probability distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic Scaling of Growing Interfaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5562267 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving forward-backward stochastic differential equations explicitly -- a four step scheme / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forward-backward stochastic differential equations and their applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical solution of quasilinear parabolic equations and backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical algorithms for semilinear parabolic equations with small parameter based on approximation of stochastic equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3374068 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional quantization for numerics with an application to option pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adapted solution of a backward stochastic differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forward-backward stochastic differential equations and quasilinear parabolic PDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4223074 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4151274 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Burgers-KPZ turbulence. Göttingen lectures / rank
 
Normal rank

Latest revision as of 16:33, 24 June 2024

scientific article
Language Label Description Also known as
English
A forward-backward stochastic algorithm for quasi-linear PDEs
scientific article

    Statements

    A forward-backward stochastic algorithm for quasi-linear PDEs (English)
    0 references
    0 references
    0 references
    29 June 2006
    0 references
    forward-backward stochastic differential equations
    0 references
    Brownian motion
    0 references
    time-space discretization scheme
    0 references
    quasilinear parabolic equations
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references