Pages that link to "Item:Q681989"

The following pages link to Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering (Q681989):

Displaying 11 items.

• Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions (Q1999911) (← links)
• A fully quantization-based scheme for FBSDEs (Q2101958) (← links)
• McKean Feynman-Kac probabilistic representations of non-linear partial differential equations (Q2107414) (← links)
• Numerical approximation of singular forward-backward SDEs (Q2168288) (← links)
• Product Markovian quantization of a diffusion process with applications to finance (Q2176359) (← links)
• Characterization of probability distribution convergence in Wasserstein distance by \(L^p\)-quantization error function (Q2295030) (← links)
• New weak error bounds and expansions for optimal quantization (Q2297129) (← links)
• Pointwise Convergence of the Lloyd I Algorithm in Higher Dimension (Q2820188) (← links)
• Cubature method to solve BSDEs: Error expansion and complexity control (Q4960079) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
• Stability of backward stochastic differential equations: the general Lipschitz case (Q6165206) (← links)