Pages that link to "Item:Q2485839"

The following pages link to Representations and regularities for solutions to BSDEs with reflections (Q2485839):

Displaying 30 items.

• BSDEs with monotone generator and two irregular reflecting barriers (Q390828) (← links)
• Discrete-time approximation of multidimensional BSDEs with oblique reflections (Q433900) (← links)
• Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty (Q452084) (← links)
• Stochastic representations of derivatives of solutions of one-dimensional parabolic variational inequalities with Neumann boundary conditions (Q537129) (← links)
• Strong approximations of BSDEs in a domain (Q605887) (← links)
• Multi-dimensional backward stochastic differential equations with one reflecting lower barrier of Itô diffusion type (Q616305) (← links)
• Rate of convergence for the discrete-time approximation of reflected BSDEs arising in switching problems (Q2010492) (← 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)
• The convergence rate from discrete to continuous optimal investment stopping problem (Q2044110) (← links)
• Gradient boosting-based numerical methods for high-dimensional backward stochastic differential equations (Q2141183) (← links)
• \(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions (Q2274207) (← 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)
• Approximation scheme for solutions of backward stochastic differential equations via the representation theorem (Q2469438) (← links)
• Discrete-time approximation for continuously and discretely reflected BSDEs (Q2518617) (← links)
• Quantitative stability and numerical analysis of Markovian quadratic BSDEs with reflection (Q2671657) (← links)
• Multi-dimensional path-dependent forward-backward stochastic variational inequalities (Q2687736) (← links)
• Monte-Carlo Valuation of American Options: Facts and New Algorithms to Improve Existing Methods (Q2917432) (← links)
• Least-Squares Monte Carlo for Backward SDEs (Q2917434) (← links)
• Numerical Method for Reflected Backward Stochastic Differential Equations (Q3114568) (← links)
• A discrete-time approximation for doubly reflected BSDEs (Q3625648) (← links)
• Probabilistic methods for semilinear partial differential equations. Applications to finance (Q4933356) (← links)
• Stochastic Control Representations for Penalized Backward Stochastic Differential Equations (Q5254887) (← links)
• A PRIMAL–DUAL ALGORITHM FOR BSDES (Q5283406) (← links)
• A stochastic approximation for fully nonlinear free boundary parabolic problems (Q5418783) (← links)
• Approximation Scheme for Solutions of BSDEs with Two Reflecting Barriers (Q5443465) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
• Forward-backward stochastic differential equations: initiation, development and beyond (Q6164084) (← links)
• Deep signature algorithm for multidimensional path-dependent options (Q6496949) (← links)