Pages that link to "Item:Q4960079"

The following pages link to Cubature method to solve BSDEs: Error expansion and complexity control (Q4960079):

Displayed 7 items.

• Numerical approximation of singular forward-backward SDEs (Q2168288) ‎ (← links)
• Product Markovian quantization of a diffusion process with applications to finance (Q2176359) ‎ (← links)
• Random walk approximation of BSDEs with Hölder continuous terminal condition (Q2278659) ‎ (← 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)
• Mean square rate of convergence for random walk approximation of forward-backward SDEs (Q5005033) ‎ (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) ‎ (← links)