Pages that link to "Item:Q4579916"

The following pages link to High-order filtered schemes for time-dependent second order HJB equations (Q4579916):

Displaying 10 items.

• Convergence of adaptive filtered schemes for first order evolutionary Hamilton-Jacobi equations (Q777494) (← links)
• A penalty scheme and policy iteration for nonlocal HJB variational inequalities with monotone nonlinearities (Q2027590) (← links)
• Stability and convergence of second order backward differentiation schemes for parabolic Hamilton-Jacobi-Bellman equations (Q2038422) (← links)
• Stability and Error Analysis for a Second-Order Fast Approximation of the Local and Nonlocal Diffusion Equations on the Real Line (Q3303718) (← links)
• Some non monotone schemes for Hamilton-Jacobi-Bellman equations (Q4967890) (← links)
• A High-Order Scheme for Image Segmentation via a Modified Level-Set Method (Q5108485) (← links)
• Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point (Q5144184) (← links)
• Improved Accuracy of Monotone Finite Difference Schemes on Point Clouds and Regular Grids (Q5240803) (← links)
• Calibration of a Hybrid Local-Stochastic Volatility Stochastic Rates Model with a Control Variate Particle Method (Q5742499) (← links)
• A Numerical Scheme for the Quantile Hedging Problem (Q5853613) (← links)