Pages that link to "Item:Q1957154"
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The following pages link to \(L^p\)-error estimates for numerical schemes for solving certain kinds of backward stochastic differential equations (Q1957154):
Displayed 4 items.
- Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis (Q893337) (← links)
- Second-order schemes for solving decoupled forward backward stochastic differential equations (Q2254815) (← links)
- A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs (Q5254475) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)