Pages that link to "Item:Q1854133"

The following pages link to Discretizing a backward stochastic differential equation (Q1854133):

Displaying 11 items.

• BS\(\Delta\)Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness (Q358147) (← links)
• Generalized fractional smoothness and \(L_p\)-variation of BSDEs with non-Lipschitz terminal condition (Q424522) (← links)
• Numerical algorithms and simulations for reflected backward stochastic differential equations with two continuous barriers (Q654139) (← links)
• A new numerical method for 1-D backward stochastic differential equations without using conditional expectations (Q778246) (← links)
• A numerical scheme for BSDEs (Q1431562) (← links)
• One order numerical scheme for forward-backward stochastic differential equations (Q1732180) (← links)
• An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2029145) (← links)
• Nonlinear Feynman-Kac formula and discrete-functional-type BSDEs with continuous coeffi\-cients (Q2485765) (← links)
• A linear numerical scheme for nonlinear BSDEs with uniformly continuous coefficients (Q2570902) (← links)
• Probabilistic methods for semilinear partial differential equations. Applications to finance (Q4933356) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)