Pages that link to "Item:Q5253605"
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The following pages link to Numerical Stability Analysis of the Euler Scheme for BSDEs (Q5253605):
Displayed 18 items.
- Numerical simulation of quadratic BSDEs (Q259576) (← links)
- Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth (Q1617135) (← links)
- An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2029145) (← links)
- Solving BSDEs based on novel multi-step schemes and multilevel Monte Carlo (Q2088763) (← links)
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
- Random walk approximation of BSDEs with Hölder continuous terminal condition (Q2278659) (← 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)
- Deep Splitting Method for Parabolic PDEs (Q4958922) (← links)
- Cubature method to solve BSDEs: Error expansion and complexity control (Q4960079) (← links)
- Mean square rate of convergence for random walk approximation of forward-backward SDEs (Q5005033) (← links)
- Sinc-$\theta$ Schemes for Backward Stochastic Differential Equations (Q5093638) (← links)
- Convergence of a Spatial Semidiscretization for a Backward Semilinear Stochastic Parabolic Equation (Q5883143) (← links)
- Sinc-Multistep Schemes for Forward Backward Stochastic Differential Equations (Q5889046) (← 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)