Pages that link to "Item:Q4915854"
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The following pages link to A parallel algorithm for solving BSDEs (Q4915854):
Displaying 12 items.
- A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems (Q2066980) (← links)
- On the speed of convergence of Picard iterations of backward stochastic differential equations (Q2165738) (← links)
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
- Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← 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)
- Stratified Regression Monte-Carlo Scheme for Semilinear PDEs and BSDEs with Large Scale Parallelization on GPUs (Q2833537) (← links)
- Deep Splitting Method for Parabolic PDEs (Q4958922) (← links)
- Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning (Q5019943) (← links)
- Splitting scheme for backward doubly stochastic differential equations (Q6052450) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Deep learning algorithms for solving high-dimensional nonlinear backward stochastic differential equations (Q6201366) (← links)