Pages that link to "Item:Q2014031"
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The following pages link to Multistep schemes for forward backward stochastic differential equations with jumps (Q2014031):
Displaying 12 items.
- Explicit multistep stochastic characteristic approximation methods for forward backward stochastic differential equations (Q2129143) (← links)
- A multi-step scheme based on cubic spline for solving backward stochastic differential equations (Q2301282) (← links)
- Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes (Q2364743) (← links)
- An overview on deep learning-based approximation methods for partial differential equations (Q2697278) (← links)
- Optimal Error Estimates for a Fully Discrete Euler Scheme for Decoupled Forward Backward Stochastic Differential Equations (Q4605728) (← links)
- A New Second-Order One-Step Scheme for Solving Decoupled FBSDES and Optimal Error Estimates (Q4986603) (← links)
- Sinc-$\theta$ Schemes for Backward Stochastic Differential Equations (Q5093638) (← links)
- A Unified Probabilistic Discretization Scheme for FBSDEs: Stability, Consistency, and Convergence Analysis (Q5123988) (← links)
- Explicit High Order One-Step Methods for Decoupled Forward Backward Stochastic Differential Equations (Q5157090) (← links)
- High Order Numerical Schemes for Second-Order FBSDEs with Applications to Stochastic Optimal Control (Q5158726) (← links)
- Sinc-Multistep Schemes for Forward Backward Stochastic Differential Equations (Q5889046) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
