Pages that link to "Item:Q2999838"

The following pages link to A Stable Multistep Scheme for Solving Backward Stochastic Differential Equations (Q2999838):

Displaying 40 items.

• A first order semi-discrete algorithm for backward doubly stochastic differential equations (Q256815) (← links)
• Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis (Q893337) (← links)
• Numerical methods for a class of nonlocal diffusion problems with the use of backward SDEs (Q2007289) (← 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)
• High order one-step methods for backward stochastic differential equations via Itô-Taylor expansion (Q2090362) (← links)
• A sparse-grid probabilistic scheme for approximation of the runaway probability of electrons in fusion tokamak simulation (Q2091304) (← links)
• Multistep schemes for solving backward stochastic differential equations on GPU (Q2138198) (← links)
• An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations (Q2181649) (← links)
• An efficient third-order scheme for BSDEs based on nonequidistant difference scheme (Q2200790) (← links)
• Second-order schemes for solving decoupled forward backward stochastic differential equations (Q2254815) (← 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)
• 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)
• A multi-step algorithm for BSDEs based on a predictor-corrector scheme and least-squares Monte Carlo (Q2684920) (← 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)
• Optimal Error Estimates for a Fully Discrete Euler Scheme for Decoupled Forward Backward Stochastic Differential Equations (Q4605728) (← 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 Multistep Scheme to Solve Backward Stochastic Differential Equations for Option Pricing on GPUs (Q5119105) (← links)
• A Unified Probabilistic Discretization Scheme for FBSDEs: Stability, Consistency, and Convergence Analysis (Q5123988) (← links)
• A Fully Discrete Explicit Multistep Scheme for Solving Coupled Forward Backward Stochastic Differential Equations (Q5156963) (← 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)
• High Order Numerical Schemes for Second-Order FBSDEs with Applications to Stochastic Optimal Control (Q5158726) (← links)
• An Explicit Second-Order Numerical Scheme to Solve Decoupled Forward Backward Stochastic Equations (Q5175453) (← links)
• Higher-order Discretization Methods of Forward-backward SDEs Using KLNV-scheme and Their Applications to XVA Pricing (Q5241903) (← links)
• Convergence of Recent Multistep Schemes for a Forward-Backward Stochastic Differential Equation (Q5372031) (← links)
• Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps (Q5372048) (← links)
• Explicit theta-Schemes for Mean-Field Backward Stochastic Differential Equations (Q5376443) (← links)
• A First Order Scheme for Backward Doubly Stochastic Differential Equations (Q5741185) (← links)
• Strong stability preserving multistep schemes for forward backward stochastic differential equations (Q6101598) (← links)
• Numerical schemes for fully coupled mean-field forward backward stochastic differential equations (Q6107312) (← 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)
• Temporal semi-discretizations of a backward semilinear stochastic evolution equation (Q6166347) (← 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)