The following pages link to (Q4357509):
Displaying 31 items.
- A first order semi-discrete algorithm for backward doubly stochastic differential equations (Q256815) (← links)
- Euler time discretization of backward doubly SDEs and application to semilinear SPDEs (Q338206) (← links)
- BS\(\Delta\)Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness (Q358147) (← links)
- A probabilistic numerical method for fully nonlinear parabolic PDEs (Q640058) (← links)
- Malliavin calculus for backward stochastic differential equations and application to numerical solutions (Q657705) (← links)
- A new numerical method for 1-D backward stochastic differential equations without using conditional expectations (Q778246) (← links)
- Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis (Q893337) (← links)
- On the homotopy analysis method for backward/forward-backward stochastic differential equations (Q1678593) (← links)
- A regression-based numerical scheme for backward stochastic differential equations (Q1695419) (← links)
- One order numerical scheme for forward-backward stochastic differential equations (Q1732180) (← links)
- Numerical method for backward stochastic differential equations (Q1872402) (← links)
- A numerical scheme for backward doubly stochastic differential equations (Q1940750) (← links)
- An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2029145) (← links)
- An implicit numerical scheme for a class of backward doubly stochastic differential equations (Q2175322) (← links)
- An efficient numerical algorithm for solving data driven feedback control problems (Q2219806) (← links)
- Random walk approximation of BSDEs with Hölder continuous terminal condition (Q2278659) (← links)
- A multi-step scheme based on cubic spline for solving backward stochastic differential equations (Q2301282) (← links)
- A Monte Carlo method for backward stochastic differential equations with Hermite martingales (Q2417976) (← links)
- Simulation of BSDEs by Wiener chaos expansion (Q2454405) (← links)
- A forward scheme for backward SDEs (Q2464848) (← links)
- Discretization of backward semilinear stochastic evolution equations (Q2507644) (← links)
- A regression-based Monte Carlo method to solve backward stochastic differential equations (Q2572405) (← links)
- Least-Squares Monte Carlo for Backward SDEs (Q2917434) (← links)
- Optimal Error Estimates for a Fully Discrete Euler Scheme for Decoupled Forward Backward Stochastic Differential Equations (Q4605728) (← links)
- A Unified Probabilistic Discretization Scheme for FBSDEs: Stability, Consistency, and Convergence Analysis (Q5123988) (← links)
- L2-regularity result for solutions of backward doubly stochastic differential equations (Q5222191) (← 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)
- Computation of conditional expectations with guarantees (Q6159022) (← links)
- Stability of backward stochastic differential equations: the general Lipschitz case (Q6165206) (← links)
- ODE-Based Multistep Schemes for Backward Stochastic Differential Equations (Q6191796) (← links)
