The following pages link to A numerical scheme for BSDEs (Q1431562):
Displaying 50 items.
- A first order semi-discrete algorithm for backward doubly stochastic differential equations (Q256815) (← links)
- Numerical simulation of quadratic BSDEs (Q259576) (← links)
- \(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions (Q265284) (← links)
- Simulation of BSDEs with jumps by Wiener chaos expansion (Q271886) (← links)
- A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility (Q274837) (← links)
- Numerical computation for backward doubly SDEs with random terminal time (Q308407) (← links)
- A semidiscrete Galerkin scheme for backward stochastic parabolic differential equations (Q326804) (← links)
- Euler time discretization of backward doubly SDEs and application to semilinear SPDEs (Q338206) (← links)
- BS\(\Delta\)Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness (Q358147) (← links)
- Stochastic differential utility as the continuous-time limit of recursive utility (Q402100) (← links)
- Generalized fractional smoothness and \(L_p\)-variation of BSDEs with non-Lipschitz terminal condition (Q424522) (← links)
- Discrete-time approximation of multidimensional BSDEs with oblique reflections (Q433900) (← links)
- Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition (Q444352) (← links)
- A convolution method for numerical solution of backward stochastic differential equations (Q518855) (← links)
- Strong approximations of BSDEs in a domain (Q605887) (← links)
- Numerical solutions of backward stochastic differential equations: a finite transposition method (Q639632) (← links)
- A probabilistic numerical method for fully nonlinear parabolic PDEs (Q640058) (← links)
- Numerical simulation of BSDEs with drivers of quadratic growth (Q655587) (← links)
- Malliavin calculus for backward stochastic differential equations and application to numerical solutions (Q657705) (← links)
- Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering (Q681989) (← links)
- Model risk and discretisation of locally risk-minimising strategies (Q730515) (← links)
- Discrete-time probabilistic approximation of path-dependent stochastic control problems (Q744373) (← links)
- Weak approximation of second-order BSDEs (Q748313) (← links)
- A new numerical method for 1-D backward stochastic differential equations without using conditional expectations (Q778246) (← links)
- Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space (Q825596) (← links)
- A stochastic maximum principle for partially observed stochastic control systems with delay (Q826817) (← links)
- Discretization of a distributed optimal control problem with a stochastic parabolic equation driven by multiplicative noise (Q831252) (← links)
- Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations (Q882887) (← links)
- Error expansion for the discretization of backward stochastic differential equations (Q886110) (← links)
- Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis (Q893337) (← links)
- Efficient numerical Fourier methods for coupled forward-backward SDEs (Q898981) (← links)
- \(\mathbf L_2\)-time regularity of BSDEs with irregular terminal functions (Q981015) (← links)
- On the Monte Carlo simulation of BSDEs: an improvement on the Malliavin weights (Q981018) (← links)
- Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth (Q1617135) (← links)
- Discretizing Malliavin calculus (Q1639664) (← links)
- Reflected backward stochastic differential equations with resistance (Q1650093) (← links)
- On the homotopy analysis method for backward/forward-backward stochastic differential equations (Q1678593) (← links)
- A regression-based numerical scheme for backward stochastic differential equations (Q1695419) (← links)
- Backward nonlinear expectation equations (Q1702883) (← links)
- General linear forward and backward stochastic difference equations with applications (Q1716436) (← links)
- A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information (Q1716549) (← links)
- One order numerical scheme for forward-backward stochastic differential equations (Q1732180) (← links)
- Stochastic optimal control of finite ensembles of nanomagnets (Q1742673) (← links)
- A numerical scheme for backward doubly stochastic differential equations (Q1940750) (← links)
- Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions (Q1999911) (← links)
- High-order combined multi-step scheme for solving forward backward stochastic differential equations (Q2028543) (← links)
- An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2029145) (← links)
- Donsker-type theorem for BSDEs: rate of convergence (Q2040042) (← links)
- Multilevel Picard iterations for solving smooth semilinear parabolic heat equations (Q2063953) (← links)
- Solving BSDEs based on novel multi-step schemes and multilevel Monte Carlo (Q2088763) (← links)
