The Forward-Backward Stochastic Heat Equation: Numerical Analysis and Simulation (Q2818259)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Forward-Backward Stochastic Heat Equation: Numerical Analysis and Simulation |
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The Forward-Backward Stochastic Heat Equation: Numerical Analysis and Simulation (English)
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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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