Pages that link to "Item:Q640058"
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The following pages link to A probabilistic numerical method for fully nonlinear parabolic PDEs (Q640058):
Displayed 39 items.
- On quadratic approximations for Hamilton-Jacobi-Bellman equations (Q254587) (← links)
- A stochastic target approach to Ricci flow on surfaces (Q282517) (← links)
- Numerical simulations for \(G\)-Brownian motion (Q335585) (← links)
- Optimal transportation under controlled stochastic dynamics (Q378799) (← links)
- Second order reflected backward stochastic differential equations (Q389069) (← links)
- Outperforming the market portfolio with a given probability (Q453241) (← links)
- Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations (Q516010) (← links)
- A numerical scheme for a singular control problem: investment-consumption under proportional transaction costs (Q679585) (← links)
- Discrete-time probabilistic approximation of path-dependent stochastic control problems (Q744373) (← links)
- Weak approximation of second-order BSDEs (Q748313) (← links)
- Unbiased simulation of stochastic differential equations (Q1704137) (← links)
- Nesting Monte Carlo for high-dimensional non-linear PDEs (Q1713854) (← links)
- Stochastic optimal control of finite ensembles of nanomagnets (Q1742673) (← links)
- A probabilistic-numerical approximation for an obstacle problem arising in game theory (Q1935502) (← links)
- An approximation scheme for stochastic controls in continuous time (Q2257619) (← links)
- Stochastic differential games: a sampling approach via FBSDEs (Q2280204) (← links)
- Efficient computation of optimal open-loop controls for stochastic systems (Q2307565) (← links)
- Explicit deferred correction methods for second-order forward backward stochastic differential equations (Q2316181) (← links)
- On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)
- Machine learning for semi linear PDEs (Q2316193) (← links)
- Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← 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)
- Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes (Q2364743) (← links)
- Convergence of meshfree collocation methods for fully nonlinear parabolic equations (Q2364891) (← links)
- Reducing variance in the numerical solution of BSDEs (Q2376608) (← links)
- Some non-monotone schemes for time dependent Hamilton-Jacobi-Bellman equations in stochastic control (Q2398476) (← links)
- Stability of Regression-Based Monte Carlo Methods for Solving Nonlinear PDEs (Q2802033) (← links)
- A Dual Algorithm for Stochastic Control Problems: Applications to Uncertain Volatility Models and CVA (Q2808183) (← links)
- A complete representation theorem for <i>G</i>-martingales (Q2812014) (← links)
- Hybrid PDE solver for data-driven problems and modern branching (Q3133609) (← links)
- Convergence of Implicit Schemes for Hamilton--Jacobi--Bellman Quasi-Variational Inequalities (Q4554791) (← links)
- An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians (Q5208749) (← links)
- Pathwise Dynamic Programming (Q5219679) (← links)
- A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs (Q5254475) (← links)
- A PRIMAL–DUAL ALGORITHM FOR BSDES (Q5283406) (← links)
- A stochastic approximation for fully nonlinear free boundary parabolic problems (Q5418783) (← links)
- Iterative Improvement of Lower and Upper Bounds for Backward SDEs (Q5738163) (← links)