Numerical methods for backward stochastic differential equations: a survey (Q6158181): Difference between revisions
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scientific article; zbMATH DE number 7690293
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical methods for backward stochastic differential equations: a survey |
scientific article; zbMATH DE number 7690293 |
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Numerical methods for backward stochastic differential equations: a survey (English)
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31 May 2023
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semilinear PDEs
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least-squares regression
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Picard iteration
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Malliavin calculus
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Monte Carlo methods
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deep learning
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