Pages that link to "Item:Q2572405"
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The following pages link to A regression-based Monte Carlo method to solve backward stochastic differential equations (Q2572405):
Displaying 4 items.
- A generalized finite element θ-scheme for backward stochastic partial differential equations and its error estimates (Q6186533) (← links)
- ODE-Based Multistep Schemes for Backward Stochastic Differential Equations (Q6191796) (← links)
- Sequential propagation of chaos for mean-field BSDE systems (Q6194041) (← links)
- Deep learning algorithms for solving high-dimensional nonlinear backward stochastic differential equations (Q6201366) (← links)