A generalized finite element θ-scheme for backward stochastic partial differential equations and its error estimates
backward stochastic partial differential equationsfinite element method\(\theta\)-scheme error estimates
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Parallel numerical computation (65Y05) Brownian motion (60J65) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
- Finite element methods for nonlinear backward stochastic partial differential equations and their error estimates
- A semidiscrete Galerkin scheme for backward stochastic parabolic differential equations
- A generalized \(\theta\)-scheme for solving backward stochastic differential equations
- Error estimates of the Crank-Nicolson scheme for solving backward stochastic differential equations
- \(L^p\)-error estimates for numerical schemes for solving certain kinds of mean-field backward stochastic differential equations
- scientific article; zbMATH DE number 140601 (Why is no real title available?)
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