Pages that link to "Item:Q2485757"
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The following pages link to Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations (Q2485757):
Displaying 50 items.
- One order numerical scheme for forward-backward stochastic differential equations (Q1732180) (← links)
- Monte-Carlo algorithms for a forward Feynman-Kac-type representation for semilinear nonconservative partial differential equations (Q1746430) (← links)
- An approximation result and Monte Carlo simulation of the adapted solution of the one-dimensional backward stochastic differential equation (Q1787194) (← links)
- Foundations of continuous-time recursive utility: differentiability and normalization of certainty equivalents (Q1932535) (← links)
- A numerical scheme for backward doubly stochastic differential equations (Q1940750) (← links)
- Monte-Carlo Galerkin approximation of fractional stochastic integro-differential equation (Q1955098) (← links)
- Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions (Q1999911) (← links)
- Perturbative expansion technique for non-linear FBSDEs with interacting particle method (Q2013321) (← links)
- High-order combined multi-step scheme for solving forward backward stochastic differential equations (Q2028543) (← links)
- Donsker-type theorem for BSDEs: rate of convergence (Q2040042) (← links)
- Gradient convergence of deep learning-based numerical methods for BSDEs (Q2044106) (← links)
- Multilevel Picard iterations for solving smooth semilinear parabolic heat equations (Q2063953) (← links)
- A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems (Q2066980) (← links)
- Solving BSDEs based on novel multi-step schemes and multilevel Monte Carlo (Q2088763) (← links)
- High order one-step methods for backward stochastic differential equations via Itô-Taylor expansion (Q2090362) (← links)
- A fully quantization-based scheme for FBSDEs (Q2101958) (← links)
- McKean Feynman-Kac probabilistic representations of non-linear partial differential equations (Q2107414) (← links)
- Multistep schemes for solving backward stochastic differential equations on GPU (Q2138198) (← links)
- Convolutional neural network based simulation and analysis for backward stochastic partial differential equations (Q2159857) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities (Q2162115) (← links)
- Multilevel Picard approximations of high-dimensional semilinear partial differential equations with locally monotone coefficient functions (Q2165859) (← links)
- A regression-based Monte Carlo method to solve two-dimensional forward backward stochastic differential equations (Q2166927) (← links)
- Numerical approximation of singular forward-backward SDEs (Q2168288) (← links)
- An implicit numerical scheme for a class of backward doubly stochastic differential equations (Q2175322) (← links)
- Weighted bounded mean oscillation applied to backward stochastic differential equations (Q2175336) (← links)
- Spatial convergence for semi-linear backward stochastic differential equations in Hilbert space: a mild approach (Q2176249) (← links)
- Product Markovian quantization of a diffusion process with applications to finance (Q2176359) (← links)
- Branching diffusion representation of semi-linear elliptic PDEs and estimation using Monte Carlo method (Q2186658) (← links)
- On conditional cuts for stochastic dual dynamic programming (Q2195564) (← links)
- An efficient third-order scheme for BSDEs based on nonequidistant difference scheme (Q2200790) (← links)
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
- An efficient numerical algorithm for solving data driven feedback control problems (Q2219806) (← links)
- Convergence of the deep BSDE method for coupled FBSDEs (Q2223111) (← links)
- The Skorokhod embedding problem for inhomogeneous diffusions (Q2227461) (← links)
- ``Regression anytime'' with brute-force SVD truncation (Q2240846) (← links)
- Branching diffusion representation for nonlinear Cauchy problems and Monte Carlo approximation (Q2240887) (← links)
- Second-order schemes for solving decoupled forward backward stochastic differential equations (Q2254815) (← links)
- An approximation scheme for stochastic controls in continuous time (Q2257619) (← links)
- Path regularity and explicit convergence rate for BSDE with truncated quadratic growth (Q2267520) (← links)
- Random walk approximation of BSDEs with Hölder continuous terminal condition (Q2278659) (← links)
- Stochastic differential games: a sampling approach via FBSDEs (Q2280204) (← links)
- A branching particle system approximation for a class of FBSDEs (Q2296088) (← links)
- A multi-step scheme based on cubic spline for solving backward stochastic differential equations (Q2301282) (← links)
- \(L^2\)-regularity of solutions to linear backward stochastic heat equations, and a numerical application (Q2304327) (← links)
- Explicit deferred correction methods for second-order forward backward stochastic differential equations (Q2316181) (← links)
- On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)
- Machine learning for semi linear PDEs (Q2316193) (← links)
- Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs (Q2326984) (← links)
- Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
- A monotone scheme for high-dimensional fully nonlinear PDEs (Q2346082) (← links)
