Pages that link to "Item:Q388855"

The following pages link to A splitting method for fully nonlinear degenerate parabolic PDEs (Q388855):

Displaying 12 items.

• Discrete-time probabilistic approximation of path-dependent stochastic control problems (Q744373) (← links)
• Weak approximation of second-order BSDEs (Q748313) (← links)
• Nesting Monte Carlo for high-dimensional non-linear PDEs (Q1713854) (← links)
• Neural networks-based backward scheme for fully nonlinear PDEs (Q2022970) (← links)
• A monotone scheme for high-dimensional fully nonlinear PDEs (Q2346082) (← links)
• Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps (Q2354898) (← links)
• On the convergence of monotone schemes for path-dependent PDEs (Q2359701) (← links)
• Some non-monotone schemes for time dependent Hamilton-Jacobi-Bellman equations in stochastic control (Q2398476) (← links)
• A fully nonlinear Feynman-Kac formula with derivatives of arbitrary orders (Q2690084) (← links)
• A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk (Q2796752) (← links)
• Numerical Solution of the Incompressible Navier-Stokes Equation by a Deep Branching Algorithm (Q6049610) (← links)
• A deep branching solver for fully nonlinear partial differential equations (Q6196609) (← links)