Pages that link to "Item:Q5429493"

The following pages link to An interpolated stochastic algorithm for quasi-linear PDEs (Q5429493):

Displaying 20 items.

• Numerical simulation of quadratic BSDEs (Q259576) (← links)
• Layer methods for stochastic Navier-Stokes equations using simplest characteristics (Q268290) (← links)
• Strong approximations of BSDEs in a domain (Q605887) (← links)
• Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering (Q681989) (← links)
• Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis (Q893337) (← links)
• Stochastic maximum principle for optimal control of partial differential equations driven by white noise (Q1617259) (← links)
• On the homotopy analysis method for backward/forward-backward stochastic differential equations (Q1678593) (← links)
• Monte-Carlo algorithms for a forward Feynman-Kac-type representation for semilinear nonconservative partial differential equations (Q1746430) (← links)
• Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions (Q1999911) (← links)
• A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems (Q2066980) (← links)
• McKean Feynman-Kac probabilistic representations of non-linear partial differential equations (Q2107414) (← links)
• A forward-backward probabilistic algorithm for the incompressible Navier-Stokes equations (Q2125000) (← links)
• Explicit multistep stochastic characteristic approximation methods for forward backward stochastic differential equations (Q2129143) (← links)
• Forward-backward stochastic differential systems associated to Navier-Stokes equations in the whole space (Q2348294) (← 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)
• New Second-Order Schemes for Forward Backward Stochastic Differential Equations (Q4985215) (← links)
• A Fully Discrete Explicit Multistep Scheme for Solving Coupled Forward Backward Stochastic Differential Equations (Q5156963) (← links)
• Explicit High Order One-Step Methods for Decoupled Forward Backward Stochastic Differential Equations (Q5157090) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)