Pages that link to "Item:Q655587"

The following pages link to Numerical simulation of BSDEs with drivers of quadratic growth (Q655587):

Displaying 22 items.

• On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case (Q255489) (← links)
• Numerical simulation of quadratic BSDEs (Q259576) (← links)
• BS\(\Delta\)Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness (Q358147) (← links)
• Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models (Q404585) (← links)
• Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition (Q444352) (← links)
• A Bismut-Elworthy formula for quadratic BSDEs (Q2018566) (← links)
• The convergence rate from discrete to continuous optimal investment stopping problem (Q2044110) (← links)
• Approximation of BSDEs with super-linearly growing generators by Euler's polygonal line method: a simple proof of the existence (Q2242896) (← links)
• Ergodic BSDE with unbounded and multiplicative underlying diffusion and application to large time behaviour of viscosity solution of HJB equation (Q2274268) (← links)
• A cubature based algorithm to solve decoupled McKean-Vlasov forward-backward stochastic differential equations (Q2342392) (← links)
• Simulation of BSDEs by Wiener chaos expansion (Q2454405) (← links)
• Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications (Q2671220) (← links)
• Quantitative stability and numerical analysis of Markovian quadratic BSDEs with reflection (Q2671657) (← links)
• Robust time-inconsistent stochastic linear-quadratic control with drift disturbance (Q2673512) (← 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)
• Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions (Q2792367) (← links)
• Short-time asymptotic expansions of semilinear evolution equations (Q2799613) (← links)
• Least-Squares Monte Carlo for Backward SDEs (Q2917434) (← links)
• Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs (Q5162913) (← links)
• Approximation of backward stochastic differential equations using Malliavin weights and least-squares regression (Q5963510) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)