The following pages link to Donsker-type theorem for BSDEs (Q5936795):
Displaying 45 items.
- Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver (Q265658) (← links)
- Simulation of BSDEs with jumps by Wiener chaos expansion (Q271886) (← links)
- Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstacles (Q281870) (← links)
- BS\(\Delta\)Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness (Q358147) (← links)
- A convolution method for numerical solution of backward stochastic differential equations (Q518855) (← links)
- Numerical algorithms and simulations for reflected backward stochastic differential equations with two continuous barriers (Q654139) (← links)
- Malliavin calculus for backward stochastic differential equations and application to numerical solutions (Q657705) (← links)
- Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations (Q882887) (← links)
- On the Monte Carlo simulation of BSDEs: an improvement on the Malliavin weights (Q981018) (← links)
- A numerical scheme for BSDEs (Q1431562) (← links)
- One order numerical scheme for forward-backward stochastic differential equations (Q1732180) (← links)
- On the robustness of backward stochastic differential equations. (Q1766046) (← links)
- A numerical scheme for backward doubly stochastic differential equations (Q1940750) (← links)
- Time-consistent mean-variance portfolio selection in discrete and continuous time (Q1945040) (← links)
- The positive numerical solution for stochastic age-dependent capital system based on explicit-implicit algorithm (Q2029118) (← links)
- Donsker-type theorem for BSDEs: rate of convergence (Q2040042) (← links)
- Backward stochastic differential equations with mean reflection and two constraints (Q2123434) (← links)
- An implicit numerical scheme for a class of backward doubly stochastic differential equations (Q2175322) (← links)
- Valuing American options by simulation: a BSDEs approach (Q2228772) (← links)
- Random walk approximation of BSDEs with Hölder continuous terminal condition (Q2278659) (← links)
- A branching particle system approximation for a class of FBSDEs (Q2296088) (← links)
- On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)
- A numerical scheme to solve nonlinear BSDEs with Lipschitz and non-Lipschitz coefficients (Q2386798) (← links)
- A generalized Girsanov transformation of finite state stochastic processes in discrete time (Q2444373) (← links)
- Simulation of BSDEs by Wiener chaos expansion (Q2454405) (← links)
- A forward scheme for backward SDEs (Q2464848) (← links)
- Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations (Q2485757) (← links)
- Discretization of backward semilinear stochastic evolution equations (Q2507644) (← links)
- A regression-based Monte Carlo method to solve backward stochastic differential equations (Q2572405) (← links)
- Stochastic representation of weak solutions of viscous conservation laws: a BSDE approach (Q2636933) (← 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)
- Scaling limit for stochastic control problems in population dynamics (Q2701092) (← links)
- Optimal Switching in Finite Horizon under State Constraints (Q2818218) (← links)
- Discrete-Time Approximation of Decoupled Forward‒Backward Stochastic Differential Equations Driven by Pure Jump Lévy Processes (Q2856036) (← links)
- Least-Squares Monte Carlo for Backward SDEs (Q2917434) (← links)
- Numerical Method for Reflected Backward Stochastic Differential Equations (Q3114568) (← links)
- Stochastic solutions of some nonlinear partial differential equations (Q3396069) (← 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)
- Stability results for martingale representations: The general case (Q5240180) (← links)
- Stability of solutions of BSDEs with random terminal time (Q5429571) (← links)
- Reflected backward stochastic difference equations and optimal stopping problems under \(g\)-expectation (Q6137386) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Stability of backward stochastic differential equations: the general Lipschitz case (Q6165206) (← links)
