Pages that link to "Item:Q2494576"

The following pages link to A forward-backward stochastic algorithm for quasi-linear PDEs (Q2494576):

Displaying 50 items.

• Numerical simulation of quadratic BSDEs (Q259576) (← 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)
• A parallel four step domain decomposition scheme for coupled forward-backward stochastic differential equations (Q640015) (← links)
• Numerical simulation of BSDEs with drivers of quadratic growth (Q655587) (← links)
• Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering (Q681989) (← links)
• Valuation of power plants by utility indifference and numerical computation (Q836863) (← links)
• Weak existence and uniqueness for forward-backward SDEs (Q860697) (← 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)
• On the homotopy analysis method for backward/forward-backward stochastic differential equations (Q1678593) (← links)
• Fully coupled mean-field forward-backward stochastic differential equations and stochastic maximum principle (Q1725104) (← links)
• One order numerical scheme for forward-backward stochastic differential equations (Q1732180) (← 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)
• Gradient convergence of deep learning-based numerical methods for BSDEs (Q2044106) (← links)
• A forward-backward probabilistic algorithm for the incompressible Navier-Stokes equations (Q2125000) (← links)
• Numerical approximation of singular forward-backward SDEs (Q2168288) (← links)
• Spatial convergence for semi-linear backward stochastic differential equations in Hilbert space: a mild approach (Q2176249) (← links)
• Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
• A modified MSA for stochastic control problems (Q2234329) (← links)
• Random walk approximation of BSDEs with Hölder continuous terminal condition (Q2278659) (← links)
• A branching particle system approximation for a class of FBSDEs (Q2296088) (← links)
• On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)
• Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
• A monotone scheme for high-dimensional fully nonlinear PDEs (Q2346082) (← links)
• Forward-backward stochastic differential systems associated to Navier-Stokes equations in the whole space (Q2348294) (← links)
• Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs (Q2361013) (← links)
• Simulation of BSDEs by Wiener chaos expansion (Q2454405) (← links)
• High-resolution product quantization for Gaussian processes under sup-norm distortion (Q2469646) (← links)
• Time discretization and Markovian iteration for coupled FBSDEs (Q2476402) (← links)
• Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433) (← links)
• An overview on deep learning-based approximation methods for partial differential equations (Q2697278) (← links)
• Least-Squares Monte Carlo for Backward SDEs (Q2917434) (← links)
• Deep Splitting Method for Parabolic PDEs (Q4958922) (← links)
• Cubature method to solve BSDEs: Error expansion and complexity control (Q4960079) (← links)
• Cemracs 2017: numerical probabilistic approach to MFG (Q4967866) (← links)
• Mean square rate of convergence for random walk approximation of forward-backward SDEs (Q5005033) (← links)
• Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning (Q5019943) (← links)
• Solvability of forward–backward stochastic difference equations with finite states (Q5041052) (← links)
• Newton-Kantorovitch method for decoupled forward-backward stochastic differential equations (Q5101496) (← links)
• A Unified Probabilistic Discretization Scheme for FBSDEs: Stability, Consistency, and Convergence Analysis (Q5123988) (← links)
• Importance Sampling for Backward SDEs (Q5305278) (← links)
• An interpolated stochastic algorithm for quasi-linear PDEs (Q5429493) (← links)
• Forward-backward stochastic differential equations and PDE with gradient dependent second order coefficients (Q5429574) (← links)
• Strong stability preserving multistep schemes for forward backward stochastic differential equations (Q6101598) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
• Solvability of general fully coupled forward–backward stochastic difference equations with delay and applications (Q6180268) (← links)
• Solvability of one kind of forward-backward stochastic difference equations (Q6579753) (← links)