Pages that link to "Item:Q2361013"
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The following pages link to Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs (Q2361013):
Displaying 7 items.
- Gradient boosting-based numerical methods for high-dimensional backward stochastic differential equations (Q2141183) (← links)
- A regression-based Monte Carlo method to solve two-dimensional forward backward stochastic differential equations (Q2166927) (← links)
- Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes (Q2364743) (← links)
- Optimal Error Estimates for a Fully Discrete Euler Scheme for Decoupled Forward Backward Stochastic Differential Equations (Q4605728) (← links)
- Finite Element Methods for Nonlinear Backward Stochastic Partial Differential Equations and Their Error Estimates (Q5157002) (← links)
- Explicit High Order One-Step Methods for Decoupled Forward Backward Stochastic Differential Equations (Q5157090) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
