Pages that link to "Item:Q271886"

The following pages link to Simulation of BSDEs with jumps by Wiener chaos expansion (Q271886):

Displaying 23 items.

• Banach random walk in the unit ball \(S\subset l^{2}\) and chaotic decomposition of \(l^{2}( S,\mathbb {P})\) (Q501840) (← links)
• Erratum to: ``Simulation of BSDEs with jumps by Wiener chaos expansion''. (Q511142) (← links)
• Numerical aspects of shot noise representation of infinitely divisible laws and related processes (Q1980850) (← links)
• Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities (Q2162115) (← links)
• On the speed of convergence of Picard iterations of backward stochastic differential equations (Q2165738) (← links)
• Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
• Random walk approximation of BSDEs with Hölder continuous terminal condition (Q2278659) (← 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)
• \(\mathbb L^p\) solutions of backward stochastic differential equations with jumps (Q2408993) (← 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)
• Alternative to beta coefficients in the context of diffusions (Q4555078) (← links)
• Dual Pricing of American Options by Wiener Chaos Expansion (Q4579832) (← links)
• On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← 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)
• On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples (Q5038289) (← links)
• An Algorithm to Construct Subsolutions of Convex Optimal Control Problems (Q5039275) (← links)
• Product and moment formulas for iterated stochastic integrals (associated with Lévy processes) (Q5086523) (← links)
• Permutation invariant functionals of Lévy processes (Q5367094) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
• Stability of backward stochastic differential equations: the general Lipschitz case (Q6165206) (← links)