Pages that link to "Item:Q259576"
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The following pages link to Numerical simulation of quadratic BSDEs (Q259576):
Displayed 33 items.
- Density analysis of BSDEs (Q317487) (← links)
- Stochastic optimal control via forward and backward stochastic differential equations and importance sampling (Q680513) (← links)
- Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations (Q681281) (← links)
- Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering (Q681989) (← links)
- Time discretization of FBSDE with polynomial growth drivers and reaction-diffusion PDEs (Q748315) (← links)
- Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth (Q1617135) (← links)
- Nesting Monte Carlo for high-dimensional non-linear PDEs (Q1713854) (← links)
- Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions (Q1999911) (← links)
- Rate of convergence for the discrete-time approximation of reflected BSDEs arising in switching problems (Q2010492) (← links)
- Deep neural networks based temporal-difference methods for high-dimensional parabolic partial differential equations (Q2168314) (← links)
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
- Approximation of BSDEs with super-linearly growing generators by Euler's polygonal line method: a simple proof of the existence (Q2242896) (← links)
- Stochastic differential games: a sampling approach via FBSDEs (Q2280204) (← links)
- Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs (Q2326984) (← links)
- Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
- Feynman-Kac representation of fully nonlinear PDEs and applications (Q2355853) (← links)
- A Monte Carlo method for backward stochastic differential equations with Hermite martingales (Q2417976) (← 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)
- Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433) (← links)
- Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions (Q2792367) (← links)
- Deep Splitting Method for Parabolic PDEs (Q4958922) (← links)
- Cubature method to solve BSDEs: Error expansion and complexity control (Q4960079) (← links)
- Cemracs 2017: numerical probabilistic approach to MFG (Q4967866) (← links)
- Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs (Q5162913) (← links)
- An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians (Q5208749) (← links)
- Numerical Stability Analysis of the Euler Scheme for BSDEs (Q5253605) (← links)
- A PRIMAL–DUAL ALGORITHM FOR BSDES (Q5283406) (← links)
- Approximation of backward stochastic differential equations using Malliavin weights and least-squares regression (Q5963510) (← links)
- Three ways to solve partial differential equations with neural networks — A review (Q6068232) (← links)
- Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints (Q6090959) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Sequential propagation of chaos for mean-field BSDE systems (Q6194041) (← links)