Pages that link to "Item:Q358147"
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The following pages link to BS\(\Delta\)Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness (Q358147):
Displayed 21 items.
- Numerical simulation of quadratic BSDEs (Q259576) (← links)
- Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver (Q265658) (← links)
- Existence, minimality and approximation of solutions to BSDEs with convex drivers (Q424485) (← links)
- Numerical simulation of BSDEs with drivers of quadratic growth (Q655587) (← links)
- Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth (Q1617135) (← links)
- Backward nonlinear expectation equations (Q1702883) (← links)
- Measures and integrals in conditional set theory (Q1711095) (← links)
- Approximation of BSDEs with super-linearly growing generators by Euler's polygonal line method: a simple proof of the existence (Q2242896) (← links)
- An overview on deep learning-based approximation methods for partial differential equations (Q2697278) (← links)
- Backward stochastic difference equations for dynamic convex risk measures on a binomial tree (Q3449931) (← links)
- Dynamic Conic Finance via Backward Stochastic Difference Equations (Q3456838) (← links)
- (Q4555783) (← links)
- Mean square rate of convergence for random walk approximation of forward-backward SDEs (Q5005033) (← links)
- Solvability of forward–backward stochastic difference equations with finite states (Q5041052) (← links)
- Maximum principle for stochastic optimal control problem of forward–backward stochastic difference systems (Q5095532) (← links)
- Stability results for martingale representations: The general case (Q5240180) (← links)
- A PRIMAL–DUAL ALGORITHM FOR BSDES (Q5283406) (← links)
- TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (Q5411393) (← links)
- The algebra of conditional sets and the concepts of conditional topology and compactness (Q5962573) (← links)
- Reflected backward stochastic difference equations and optimal stopping problems under \(g\)-expectation (Q6137386) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)