Pages that link to "Item:Q5123988"

The following pages link to A Unified Probabilistic Discretization Scheme for FBSDEs: Stability, Consistency, and Convergence Analysis (Q5123988):

Displaying 9 items.

• 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) (← links)
• The continuity, regularity and polynomial stability of mild solutions for stochastic 2D-Stokes equations with unbounded delay driven by tempered fractional Gaussian noise (Q5038449) (← links)
• An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations (Q5079565) (← links)
• Sinc-$\theta$ Schemes for Backward Stochastic Differential Equations (Q5093638) (← links)
• Sinc-Multistep Schemes for Forward Backward Stochastic Differential Equations (Q5889046) (← links)
• Stochastic maximum principle for hybrid optimal control problems under partial observation (Q6069672) (← links)
• Strong stability preserving multistep schemes for forward backward stochastic differential equations (Q6101598) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
• ODE-Based Multistep Schemes for Backward Stochastic Differential Equations (Q6191796) (← links)