Pages that link to "Item:Q748315"

The following pages link to Time discretization of FBSDE with polynomial growth drivers and reaction-diffusion PDEs (Q748315):

Displaying 18 items.

• Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth (Q1617135) (← links)
• High order one-step methods for backward stochastic differential equations via Itô-Taylor expansion (Q2090362) (← links)
• A flexible split-step scheme for solving McKean-Vlasov stochastic differential equations (Q2141250) (← links)
• Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
• The Skorokhod embedding problem for inhomogeneous diffusions (Q2227461) (← links)
• Approximation of BSDEs with super-linearly growing generators by Euler's polygonal line method: a simple proof of the existence (Q2242896) (← links)
• On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)
• Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
• Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs (Q2685909) (← links)
• Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433) (← links)
• Hybrid PDE solver for data-driven problems and modern branching (Q3133609) (← links)
• Deep Splitting Method for Parabolic PDEs (Q4958922) (← links)
• Explicit High Order One-Step Methods for Decoupled Forward Backward Stochastic Differential Equations (Q5157090) (← links)
• Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs (Q5162913) (← links)
• Numerical Stability Analysis of the Euler Scheme for BSDEs (Q5253605) (← links)
• Equilibrium Pricing Under Relative Performance Concerns (Q5280244) (← links)
• Linear Convergence of a Policy Gradient Method for Some Finite Horizon Continuous Time Control Problems (Q6140987) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)