Pages that link to "Item:Q2476402"

The following pages link to Time discretization and Markovian iteration for coupled FBSDEs (Q2476402):

Displaying 47 items.

• FBDEs with time delayed generators: \(L^{p}\)-solutions, differentiability, representation formulas and path regularity (Q554465) (← links)
• A parallel four step domain decomposition scheme for coupled forward-backward stochastic differential equations (Q640015) (← links)
• Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis (Q893337) (← links)
• Efficient numerical Fourier methods for coupled forward-backward SDEs (Q898981) (← links)
• One order numerical scheme for forward-backward stochastic differential equations (Q1732180) (← links)
• Stochastic optimal control of finite ensembles of nanomagnets (Q1742673) (← links)
• Curve following in illiquid markets (Q1932555) (← links)
• Multistep schemes for forward backward stochastic differential equations with jumps (Q2014031) (← links)
• High-order combined multi-step scheme for solving forward backward stochastic differential equations (Q2028543) (← links)
• Gradient convergence of deep learning-based numerical methods for BSDEs (Q2044106) (← links)
• Multistep schemes for solving backward stochastic differential equations on GPU (Q2138198) (← links)
• On the speed of convergence of Picard iterations of backward stochastic differential equations (Q2165738) (← links)
• A regression-based Monte Carlo method to solve two-dimensional forward backward stochastic differential equations (Q2166927) (← links)
• Numerical approximation of singular forward-backward SDEs (Q2168288) (← links)
• Convergence of the deep BSDE method for coupled FBSDEs (Q2223111) (← links)
• The Skorokhod embedding problem for inhomogeneous diffusions (Q2227461) (← links)
• Random walk approximation of BSDEs with Hölder continuous terminal condition (Q2278659) (← links)
• A multi-step scheme based on cubic spline for solving backward stochastic differential equations (Q2301282) (← links)
• A monotone scheme for high-dimensional fully nonlinear PDEs (Q2346082) (← links)
• Forward-backward stochastic differential systems associated to Navier-Stokes equations in the whole space (Q2348294) (← links)
• Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs (Q2361013) (← links)
• Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes (Q2364743) (← links)
• Second order discretization of backward SDEs and simulation with the cubature method (Q2448692) (← 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)
• The Forward-Backward Stochastic Heat Equation: Numerical Analysis and Simulation (Q2818259) (← links)
• Least-Squares Monte Carlo for Backward SDEs (Q2917434) (← links)
• TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO (Q3608735) (← links)
• Cubature method to solve BSDEs: Error expansion and complexity control (Q4960079) (← links)
• Strong rates of convergence for a space-time discretization of the backward stochastic heat equation, and of a linear-quadratic control problem for the stochastic heat equation (Q4999547) (← links)
• Mean square rate of convergence for random walk approximation of forward-backward SDEs (Q5005033) (← links)
• Newton Method for Stochastic Control Problems (Q5039281) (← links)
• Solvability of forward–backward stochastic difference equations with finite states (Q5041052) (← links)
• Newton-Kantorovitch method for decoupled forward-backward stochastic differential equations (Q5101496) (← links)
• A Unified Probabilistic Discretization Scheme for FBSDEs: Stability, Consistency, and Convergence Analysis (Q5123988) (← links)
• Finite Element Methods for Nonlinear Backward Stochastic Partial Differential Equations and Their Error Estimates (Q5157002) (← links)
• High Order Numerical Schemes for Second-Order FBSDEs with Applications to Stochastic Optimal Control (Q5158726) (← links)
• Importance Sampling for Backward SDEs (Q5305278) (← links)
• An interpolated stochastic algorithm for quasi-linear PDEs (Q5429493) (← links)
• Strong stability preserving multistep schemes for forward backward stochastic differential equations (Q6101598) (← links)
• Linear Convergence of a Policy Gradient Method for Some Finite Horizon Continuous Time Control Problems (Q6140987) (← links)
• Convergence of the Backward Deep BSDE Method with Applications to Optimal Stopping Problems (Q6143826) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
• Stability of backward stochastic differential equations: the general Lipschitz case (Q6165206) (← links)
• Learning High-Dimensional McKean–Vlasov Forward-Backward Stochastic Differential Equations with General Distribution Dependence (Q6184510) (← links)
• ODE-Based Multistep Schemes for Backward Stochastic Differential Equations (Q6191796) (← links)
• Deep learning algorithms for solving high-dimensional nonlinear backward stochastic differential equations (Q6201366) (← links)