Pages that link to "Item:Q2208280"
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The following pages link to Approximation of backward stochastic partial differential equations by a splitting-up method (Q2208280):
Displaying 5 items.
- Discretization of a distributed optimal control problem with a stochastic parabolic equation driven by multiplicative noise (Q831252) (← links)
- A High-Order Numerical Method for BSPDEs with Applications to Mathematical Finance (Q5065083) (← links)
- Numerical approximations of coupled forward–backward SPDEs (Q5880399) (← links)
- Convergence of a Spatial Semidiscretization for a Backward Semilinear Stochastic Parabolic Equation (Q5883143) (← links)
- A generalized finite element θ-scheme for backward stochastic partial differential equations and its error estimates (Q6186533) (← links)
