Pages that link to "Item:Q3642896"

The following pages link to On Numerical Approximations of Forward-Backward Stochastic Differential Equations (Q3642896):

Displaying 31 items.

• Numerical Fourier method and second-order Taylor scheme for backward SDEs in finance (Q256112) (← links)
• A first order semi-discrete algorithm for backward doubly stochastic differential equations (Q256815) (← links)
• Stochastic optimal control of quasi non-integrable Hamiltonian systems with stochastic maximum principle (Q354098) (← links)
• A proposed stochastic finite difference approach based on homogenous chaos expansion (Q364595) (← 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)
• A new spectral element method for pricing European options under the Black-Scholes and Merton jump diffusion models (Q1930421) (← 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)
• The maximum principle for optimal control of BSDEs with locally Lipschitz coefficients (Q2155923) (← links)
• A modified MSA for stochastic control problems (Q2234329) (← links)
• Optimal bounded control of quasi-nonintegrable Hamiltonian systems using stochastic maximum principle (Q2259593) (← links)
• Stochastic differential games: a sampling approach via FBSDEs (Q2280204) (← links)
• A branching particle system approximation for a class of FBSDEs (Q2296088) (← 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)
• Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes (Q2364743) (← links)
• A Fourier transform method for solving backward stochastic differential equations (Q2671235) (← links)
• Least-Squares Monte Carlo for Backward SDEs (Q2917434) (← links)
• An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations (Q5079565) (← 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)
• A First Order Scheme for Backward Doubly Stochastic Differential Equations (Q5741185) (← links)
• Stochastic maximum principle for hybrid optimal control problems under partial observation (Q6069672) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
• Forward-backward stochastic differential equations: initiation, development and beyond (Q6164084) (← links)
• Deep learning algorithms for solving high-dimensional nonlinear backward stochastic differential equations (Q6201366) (← links)