Pages that link to "Item:Q388855"
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The following pages link to A splitting method for fully nonlinear degenerate parabolic PDEs (Q388855):
Displayed 9 items.
- Discrete-time probabilistic approximation of path-dependent stochastic control problems (Q744373) (← links)
- Weak approximation of second-order BSDEs (Q748313) (← links)
- Nesting Monte Carlo for high-dimensional non-linear PDEs (Q1713854) (← links)
- A monotone scheme for high-dimensional fully nonlinear PDEs (Q2346082) (← links)
- Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps (Q2354898) (← links)
- On the convergence of monotone schemes for path-dependent PDEs (Q2359701) (← links)
- Some non-monotone schemes for time dependent Hamilton-Jacobi-Bellman equations in stochastic control (Q2398476) (← links)
- A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk (Q2796752) (← links)
- An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians (Q5208749) (← links)