Pages that link to "Item:Q5398542"
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The following pages link to A Sparse-Grid Method for Multi-Dimensional Backward Stochastic Differential Equations (Q5398542):
Displaying 24 items.
- Time discretization of FBSDE with polynomial growth drivers and reaction-diffusion PDEs (Q748315) (← links)
- Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions (Q1999911) (← links)
- Numerical methods for a class of nonlocal diffusion problems with the use of backward SDEs (Q2007289) (← links)
- High-order combined multi-step scheme for solving forward backward stochastic differential equations (Q2028543) (← links)
- Numerical analysis of a second order ensemble algorithm for numerical approximation of stochastic Stokes-Darcy equations (Q2074875) (← links)
- Multilevel Picard approximations of high-dimensional semilinear partial differential equations with locally monotone coefficient functions (Q2165859) (← links)
- A regression-based Monte Carlo method to solve two-dimensional forward backward stochastic differential equations (Q2166927) (← links)
- An efficient third-order scheme for BSDEs based on nonequidistant difference scheme (Q2200790) (← links)
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
- A multi-step scheme based on cubic spline for solving backward stochastic differential equations (Q2301282) (← links)
- Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
- Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes (Q2364743) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433) (← links)
- Hyperspherical Sparse Approximation Techniques for High-Dimensional Discontinuity Detection (Q3186103) (← links)
- Optimal Error Estimates for a Fully Discrete Euler Scheme for Decoupled Forward Backward Stochastic Differential Equations (Q4605728) (← links)
- Cubature method to solve BSDEs: Error expansion and complexity control (Q4960079) (← links)
- Data informed solution estimation for forward-backward stochastic differential equations (Q4995043) (← links)
- A numerical method for solving high-dimensional backward stochastic difference equations using sparse grids (Q5047144) (← links)
- Higher-order Discretization Methods of Forward-backward SDEs Using KLNV-scheme and Their Applications to XVA Pricing (Q5241903) (← links)
- A Hyperspherical Adaptive Sparse-Grid Method for High-Dimensional Discontinuity Detection (Q5260897) (← links)
- A PRIMAL–DUAL ALGORITHM FOR BSDES (Q5283406) (← 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)
