Numerical approximation of ergodic BSDEs using non linear Feynman-Kac formulas (Q6851245)
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scientific article; zbMATH DE number 8166349
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| English | Numerical approximation of ergodic BSDEs using non linear Feynman-Kac formulas |
scientific article; zbMATH DE number 8166349 |
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Numerical approximation of ergodic BSDEs using non linear Feynman-Kac formulas (English)
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27 February 2026
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stochastic differential equations
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probabilistic numerical scheme
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elliptic PDEs
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Feynman-Kac representation
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