Pages that link to "Item:Q640058"
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The following pages link to A probabilistic numerical method for fully nonlinear parabolic PDEs (Q640058):
Displayed 7 items.
- Optimal transportation under controlled stochastic dynamics (Q378799) (← links)
- Second order reflected backward stochastic differential equations (Q389069) (← links)
- Outperforming the market portfolio with a given probability (Q453241) (← links)
- Discrete-time probabilistic approximation of path-dependent stochastic control problems (Q744373) (← links)
- A probabilistic-numerical approximation for an obstacle problem arising in game theory (Q1935502) (← links)
- Reducing variance in the numerical solution of BSDEs (Q2376608) (← links)
- A stochastic approximation for fully nonlinear free boundary parabolic problems (Q5418783) (← links)