Pages that link to "Item:Q2434758"

The following pages link to A numerical algorithm for a class of BSDEs via the branching process (Q2434758):

Displaying 50 items.

• Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I. (Q282508) (← links)
• Viscosity solutions of fully nonlinear parabolic path dependent PDEs. II (Q317470) (← links)
• Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations (Q523374) (← links)
• Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations (Q681281) (← links)
• Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering (Q681989) (← links)
• Numerical solution for the non-linear Dirichlet problem of a branching process (Q1683731) (← links)
• Numerical approximation of BSDEs using local polynomial drivers and branching processes (Q1691497) (← links)
• Unbiased simulation of stochastic differential equations (Q1704137) (← links)
• Monte-Carlo algorithms for a forward Feynman-Kac-type representation for semilinear nonconservative partial differential equations (Q1746430) (← links)
• Optimal control of branching diffusion processes: a finite horizon problem (Q1751960) (← links)
• Overcoming the curse of dimensionality in the numerical approximation of Allen-Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations (Q2025321) (← links)
• Multilevel Picard iterations for solving smooth semilinear parabolic heat equations (Q2063953) (← links)
• High order one-step methods for backward stochastic differential equations via Itô-Taylor expansion (Q2090362) (← links)
• Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities (Q2162115) (← links)
• Multilevel Picard approximations of high-dimensional semilinear partial differential equations with locally monotone coefficient functions (Q2165859) (← links)
• Branching diffusion representation of semi-linear elliptic PDEs and estimation using Monte Carlo method (Q2186658) (← links)
• Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
• Branching diffusion representation for nonlinear Cauchy problems and Monte Carlo approximation (Q2240887) (← 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)
• On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)
• Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
• On the convergence of monotone schemes for path-dependent PDEs (Q2359701) (← links)
• A computational approach to hedging credit valuation adjustment in a jump-diffusion setting (Q2661050) (← links)
• Adaptive deep neural networks methods for high-dimensional partial differential equations (Q2671349) (← links)
• A fully nonlinear Feynman-Kac formula with derivatives of arbitrary orders (Q2690084) (← 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)
• Hybrid PDE solver for data-driven problems and modern branching (Q3133609) (← links)
• Deep Splitting Method for Parabolic PDEs (Q4958922) (← links)
• Cubature method to solve BSDEs: Error expansion and complexity control (Q4960079) (← links)
• Numerical approximation of general Lipschitz BSDEs with branching processes (Q4967879) (← links)
• A New Second-Order One-Step Scheme for Solving Decoupled FBSDES and Optimal Error Estimates (Q4986603) (← links)
• Mean square rate of convergence for random walk approximation of forward-backward SDEs (Q5005033) (← links)
• Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning (Q5019943) (← links)
• An Unbiased Itô Type Stochastic Representation for Transport PDEs: A Toy Example (Q5038297) (← links)
• Forward Feynman-Kac type representation for semilinear non-conservative partial differential equations (Q5087049) (← links)
• A Unified Probabilistic Discretization Scheme for FBSDEs: Stability, Consistency, and Convergence Analysis (Q5123988) (← links)
• Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations (Q5161194) (← links)
• Comparison of Viscosity Solutions of Semilinear Path-Dependent PDEs (Q5210850) (← links)
• Unbiased Monte Carlo estimate of stochastic differential equations expectations (Q5350276) (← links)
• Backward SDEs for control with partial information (Q5743122) (← links)
• A Dual Method For Evaluation of Dynamic Risk in Diffusion Processes (Q5854389) (← links)
• Monotone methods in counterparty risk models with nonlinear Black-Scholes-type equations (Q6055837) (← links)
• Three ways to solve partial differential equations with neural networks — A review (Q6068232) (← links)
• Numerical solution of the modified and non-Newtonian Burgers equations by stochastic coded trees (Q6072375) (← links)
• Strong stability preserving multistep schemes for forward backward stochastic differential equations (Q6101598) (← links)
• A stochastic target problem for branching diffusion processes (Q6123265) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
• Stability of backward stochastic differential equations: the general Lipschitz case (Q6165206) (← links)