Pages that link to "Item:Q6158181"
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The following pages link to Numerical methods for backward stochastic differential equations: a survey (Q6158181):
Displaying 7 items.
- Malliavin calculus for backward stochastic differential equations and application to numerical solutions (Q657705) (← links)
- A linear numerical scheme for nonlinear BSDEs with uniformly continuous coefficients (Q2570902) (← links)
- Numerical solution of the modified and non-Newtonian Burgers equations by stochastic coded trees (Q6072375) (← links)
- Recent developments in machine learning methods for stochastic control and games (Q6615618) (← links)
- A change of measure formula for recursive conditional expectations (Q6633866) (← links)
- Stochastic optimal control of pre-exposure prophylaxis for HIV infection for a jump model (Q6634514) (← links)
- A recursive representation for decoupling time-state dependent jumps from jump-diffusion processes (Q6647794) (← links)
