Pages that link to "Item:Q2364743"

The following pages link to Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes (Q2364743):

Displaying 23 items.

• On the homotopy analysis method for backward/forward-backward stochastic differential equations (Q1678593) (← links)
• High-order combined multi-step scheme for solving forward backward stochastic differential equations (Q2028543) (← links)
• High order one-step methods for backward stochastic differential equations via Itô-Taylor expansion (Q2090362) (← links)
• Multistep schemes for solving backward stochastic differential equations on GPU (Q2138198) (← links)
• A regression-based Monte Carlo method to solve two-dimensional forward backward stochastic differential equations (Q2166927) (← links)
• An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations (Q2181649) (← links)
• Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
• A multi-step scheme based on cubic spline for solving backward stochastic differential equations (Q2301282) (← links)
• Explicit deferred correction methods for second-order forward backward stochastic differential equations (Q2316181) (← links)
• Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
• Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433) (← links)
• A New Second-Order One-Step Scheme for Solving Decoupled FBSDES and Optimal Error Estimates (Q4986603) (← links)
• An Explicit Second Order Scheme for Decoupled Anticipated Forward Backward Stochastic Differential Equations (Q4986617) (← links)
• Data informed solution estimation for forward-backward stochastic differential equations (Q4995043) (← links)
• An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations (Q5079565) (← 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)
• Explicit theta-Schemes for Mean-Field Backward Stochastic Differential Equations (Q5376443) (← links)
• Numerical schemes for fully coupled mean-field forward backward stochastic differential equations (Q6107312) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
• Renewable composite quantile method and algorithm for nonparametric models with streaming data (Q6190664) (← links)
• Deep learning algorithms for solving high-dimensional nonlinear backward stochastic differential equations (Q6201366) (← links)