Pages that link to "Item:Q2818259"
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The following pages link to The Forward-Backward Stochastic Heat Equation: Numerical Analysis and Simulation (Q2818259):
Displaying 17 items.
- A posteriori error estimates for non-stationary non-linear convection-diffusion equations (Q723567) (← links)
- Discretization of a distributed optimal control problem with a stochastic parabolic equation driven by multiplicative noise (Q831252) (← links)
- Stochastic optimal control of finite ensembles of nanomagnets (Q1742673) (← links)
- Spatial convergence for semi-linear backward stochastic differential equations in Hilbert space: a mild approach (Q2176249) (← links)
- \(L^2\)-regularity of solutions to linear backward stochastic heat equations, and a numerical application (Q2304327) (← links)
- Adaptive concepts for stochastic partial differential equations (Q2316227) (← links)
- On stochastic optimal control in ferromagnetism (Q2423381) (← links)
- An averaged space-time discretization of the stochastic \(p\)-Laplace system (Q2690326) (← links)
- Strong rates of convergence for a space-time discretization of the backward stochastic heat equation, and of a linear-quadratic control problem for the stochastic heat equation (Q4999547) (← links)
- Determination of the solution of a stochastic parabolic equation by the terminal value (Q5081807) (← links)
- Finite Element Methods for Nonlinear Backward Stochastic Partial Differential Equations and Their Error Estimates (Q5157002) (← links)
- Numerical approximations of coupled forward–backward SPDEs (Q5880399) (← links)
- Convergence of a Spatial Semidiscretization for a Backward Semilinear Stochastic Parabolic Equation (Q5883143) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Temporal semi-discretizations of a backward semilinear stochastic evolution equation (Q6166347) (← links)
- Numerical analysis of a Neumann boundary control problem with a stochastic parabolic equation (Q6177464) (← links)
- A generalized finite element θ-scheme for backward stochastic partial differential equations and its error estimates (Q6186533) (← links)