Pages that link to "Item:Q1872402"

The following pages link to Numerical method for backward stochastic differential equations (Q1872402):

Displaying 50 items.

• A first order semi-discrete algorithm for backward doubly stochastic differential equations (Q256815) (← links)
• Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver (Q265658) (← links)
• Forward and backward filtering based on backward stochastic differential equations (Q326375) (← links)
• A semidiscrete Galerkin scheme for backward stochastic parabolic differential equations (Q326804) (← links)
• BS\(\Delta\)Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness (Q358147) (← links)
• An optimal insurance design problem under Knightian uncertainty (Q377795) (← links)
• A convolution method for numerical solution of backward stochastic differential equations (Q518855) (← links)
• Dynamic investment strategies to reaction-diffusion systems based upon stochastic differential utilities (Q538320) (← links)
• Numerical solutions of backward stochastic differential equations: a finite transposition method (Q639632) (← links)
• Numerical algorithms and simulations for reflected backward stochastic differential equations with two continuous barriers (Q654139) (← links)
• Malliavin calculus for backward stochastic differential equations and application to numerical solutions (Q657705) (← links)
• An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process (Q661250) (← links)
• Weak approximation of second-order BSDEs (Q748313) (← links)
• A new numerical method for 1-D backward stochastic differential equations without using conditional expectations (Q778246) (← links)
• Numerical approach to asset pricing models with stochastic differential utility (Q853855) (← links)
• Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations (Q882887) (← links)
• Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis (Q893337) (← links)
• A general theory of finite state backward stochastic difference equations (Q963031) (← links)
• On the Monte Carlo simulation of BSDEs: an improvement on the Malliavin weights (Q981018) (← links)
• A numerical scheme for BSDEs (Q1431562) (← links)
• Signal propagation in small-world biological networks with weak noise (Q1629036) (← links)
• One order numerical scheme for forward-backward stochastic differential equations (Q1732180) (← links)
• A partial introduction to financial asset pricing theory. (Q1879511) (← links)
• Perturbed backward stochastic differential equations (Q1933858) (← links)
• A numerical scheme for backward doubly stochastic differential equations (Q1940750) (← links)
• Solving BSDEs based on novel multi-step schemes and multilevel Monte Carlo (Q2088763) (← links)
• An implicit numerical scheme for a class of backward doubly stochastic differential equations (Q2175322) (← links)
• An efficient third-order scheme for BSDEs based on nonequidistant difference scheme (Q2200790) (← links)
• Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
• Linear quadratic control of backward stochastic differential equation with partial information (Q2242806) (← links)
• Second-order schemes for solving decoupled forward backward stochastic differential equations (Q2254815) (← links)
• Random walk approximation of BSDEs with Hölder continuous terminal condition (Q2278659) (← links)
• A branching particle system approximation for a class of FBSDEs (Q2296088) (← links)
• A multi-step scheme based on cubic spline for solving backward stochastic differential equations (Q2301282) (← links)
• On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)
• A numerical method for forward-backward stochastic equations with delay and anticipated term (Q2322581) (← links)
• Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
• Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs (Q2361013) (← links)
• A generalized Girsanov transformation of finite state stochastic processes in discrete time (Q2444373) (← links)
• Second order discretization of backward SDEs and simulation with the cubature method (Q2448692) (← links)
• A forward scheme for backward SDEs (Q2464848) (← links)
• Discrete-time approximation of decoupled Forward-Backward SDE with jumps (Q2469490) (← links)
• Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations (Q2485757) (← links)
• A regression-based Monte Carlo method to solve backward stochastic differential equations (Q2572405) (← links)
• A multi-step algorithm for BSDEs based on a predictor-corrector scheme and least-squares Monte Carlo (Q2684920) (← links)
• Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433) (← links)
• An overview on deep learning-based approximation methods for partial differential equations (Q2697278) (← links)
• Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions (Q2792367) (← links)
• Backward Stochastic Difference Equations with Finite States (Q2909972) (← links)
• Least-Squares Monte Carlo for Backward SDEs (Q2917434) (← links)