Pages that link to "Item:Q4999547"
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The following pages link to Strong rates of convergence for a space-time discretization of the backward stochastic heat equation, and of a linear-quadratic control problem for the stochastic heat equation (Q4999547):
Displaying 7 items.
- An averaged space-time discretization of the stochastic \(p\)-Laplace system (Q2690326) (← links)
- Numerical approximations of coupled forward–backward SPDEs (Q5880399) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Temporal semi-discretizations of a backward semilinear stochastic evolution equation (Q6166347) (← links)
- Numerical analysis of a Neumann boundary control problem with a stochastic parabolic equation (Q6177464) (← links)
- Error analysis of the feedback controls arising in the stochastic linear quadratic control problems (Q6594935) (← links)
- Approximation of optimal feedback controls for stochastic reaction-diffusion equations (Q6664371) (← links)