Pages that link to "Item:Q2316181"
From MaRDI portal
The following pages link to Explicit deferred correction methods for second-order forward backward stochastic differential equations (Q2316181):
Displayed 8 items.
- Explicit multistep stochastic characteristic approximation methods for forward backward stochastic differential equations (Q2129143) (← links)
- An efficient third-order scheme for BSDEs based on nonequidistant difference scheme (Q2200790) (← links)
- A multi-step scheme based on cubic spline for solving backward stochastic differential equations (Q2301282) (← links)
- An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations (Q5079565) (← links)
- A Unified Probabilistic Discretization Scheme for FBSDEs: Stability, Consistency, and Convergence Analysis (Q5123988) (← links)
- A Fully Discrete Explicit Multistep Scheme for Solving Coupled Forward Backward Stochastic Differential Equations (Q5156963) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Sequential propagation of chaos for mean-field BSDE systems (Q6194041) (← links)