Pages that link to "Item:Q432591"

The following pages link to A generalized \(\theta\)-scheme for solving backward stochastic differential equations (Q432591):

Displaying 25 items.

• 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)
• Asymptotic behavior of solutions for a free boundary problem with a nonlinear gradient absorption (Q1755648) (← links)
• Numerical methods for a class of nonlocal diffusion problems with the use of backward SDEs (Q2007289) (← 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 Feynman-Kac based numerical method for the exit time probability of a class of transport problems (Q2132650) (← links)
• Gradient boosting-based numerical methods for high-dimensional backward stochastic differential equations (Q2141183) (← links)
• An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations (Q2181649) (← links)
• Second-order schemes for solving decoupled forward backward stochastic differential equations (Q2254815) (← 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)
• Front-like entire solutions for a Lotka-Volterra weak competition system with nonlocal dispersal (Q2660557) (← links)
• A Fourier transform method for solving backward stochastic differential equations (Q2671235) (← links)
• Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433) (← links)
• Optimal Error Estimates for a Fully Discrete Euler Scheme for Decoupled Forward Backward Stochastic Differential Equations (Q4605728) (← links)
• Explicit High Order One-Step Methods for Decoupled Forward Backward Stochastic Differential Equations (Q5157090) (← links)
• A Backward Doubly Stochastic Differential Equation Approach for Nonlinear Filtering Problems (Q5159762) (← links)
• Strong stability preserving multistep schemes for forward backward stochastic differential equations (Q6101598) (← links)
• \(L^p\)-error estimates for numerical schemes for solving certain kinds of mean-field backward stochastic differential equations (Q6103736) (← links)
• Numerical schemes for fully coupled mean-field forward backward stochastic differential equations (Q6107312) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
• A generalized finite element θ-scheme for backward stochastic partial differential equations and its error estimates (Q6186533) (← links)
• ODE-Based Multistep Schemes for Backward Stochastic Differential Equations (Q6191796) (← links)