The forward-backward stochastic heat equation: numerical analysis and simulation (Q2818259)
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scientific article; zbMATH DE number 6624672
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| English | The forward-backward stochastic heat equation: numerical analysis and simulation |
scientific article; zbMATH DE number 6624672 |
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7 September 2016
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forward-backward stochastic heat equation
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space discretization
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least squares Monte Carlo method
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partitioning estimation
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stochastic gradient method
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stochastic optimal control
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The forward-backward stochastic heat equation: numerical analysis and simulation (English)
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0.892095148563385
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0.8033096194267273
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0.7926651835441589
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0.7915251851081848
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0.7907160520553589
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