Numerical methods for backward stochastic differential equations: a survey (Q6158181)
From MaRDI portal
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 |
Statements
Numerical methods for backward stochastic differential equations: a survey (English)
0 references
31 May 2023
0 references
semilinear PDEs
0 references
least-squares regression
0 references
Picard iteration
0 references
Malliavin calculus
0 references
Monte Carlo methods
0 references
deep learning
0 references
