Perturbative expansion technique for non-linear FBSDEs with interacting particle method (Q2013321)
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scientific article; zbMATH DE number 6761453
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| English | Perturbative expansion technique for non-linear FBSDEs with interacting particle method |
scientific article; zbMATH DE number 6761453 |
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Perturbative expansion technique for non-linear FBSDEs with interacting particle method (English)
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17 August 2017
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BSDE
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FBSDE
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asymptotic expansion
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Malliavin derivative
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interacting particle method
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branching diffusion
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0.8232076168060303
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0.7860381603240967
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0.7565637230873108
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0.7360498309135437
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0.7169647812843323
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