Pages that link to "Item:Q640058"
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The following pages link to A probabilistic numerical method for fully nonlinear parabolic PDEs (Q640058):
Displaying 50 items.
- On quadratic approximations for Hamilton-Jacobi-Bellman equations (Q254587) (← links)
- A stochastic target approach to Ricci flow on surfaces (Q282517) (← links)
- Numerical simulations for \(G\)-Brownian motion (Q335585) (← links)
- Optimal transportation under controlled stochastic dynamics (Q378799) (← links)
- Second order reflected backward stochastic differential equations (Q389069) (← links)
- Outperforming the market portfolio with a given probability (Q453241) (← links)
- Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations (Q516010) (← links)
- A numerical scheme for a singular control problem: investment-consumption under proportional transaction costs (Q679585) (← links)
- Discrete-time probabilistic approximation of path-dependent stochastic control problems (Q744373) (← links)
- Weak approximation of second-order BSDEs (Q748313) (← links)
- Unbiased simulation of stochastic differential equations (Q1704137) (← links)
- Nesting Monte Carlo for high-dimensional non-linear PDEs (Q1713854) (← links)
- Stochastic optimal control of finite ensembles of nanomagnets (Q1742673) (← links)
- A probabilistic-numerical approximation for an obstacle problem arising in game theory (Q1935502) (← links)
- Neural networks-based backward scheme for fully nonlinear PDEs (Q2022970) (← links)
- An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2029145) (← links)
- McKean Feynman-Kac probabilistic representations of non-linear partial differential equations (Q2107414) (← links)
- Tensor decomposition and high-performance computing for solving high-dimensional stochastic control system numerically (Q2121191) (← links)
- Explicit multistep stochastic characteristic approximation methods for forward backward stochastic differential equations (Q2129143) (← links)
- The problem of controlling the linear output of a nonlinear uncontrollable stochastic differential system by the square criterion (Q2134298) (← links)
- Multilevel Picard approximations of high-dimensional semilinear partial differential equations with locally monotone coefficient functions (Q2165859) (← links)
- On conditional cuts for stochastic dual dynamic programming (Q2195564) (← links)
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
- ``Regression anytime'' with brute-force SVD truncation (Q2240846) (← links)
- Branching diffusion representation for nonlinear Cauchy problems and Monte Carlo approximation (Q2240887) (← links)
- An approximation scheme for stochastic controls in continuous time (Q2257619) (← links)
- Stochastic differential games: a sampling approach via FBSDEs (Q2280204) (← links)
- Efficient computation of optimal open-loop controls for stochastic systems (Q2307565) (← links)
- Explicit deferred correction methods for second-order forward backward stochastic differential equations (Q2316181) (← links)
- On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)
- Machine learning for semi linear PDEs (Q2316193) (← links)
- Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
- A monotone scheme for high-dimensional fully nonlinear PDEs (Q2346082) (← links)
- Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps (Q2354898) (← links)
- On the convergence of monotone schemes for path-dependent PDEs (Q2359701) (← links)
- Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes (Q2364743) (← links)
- Convergence of meshfree collocation methods for fully nonlinear parabolic equations (Q2364891) (← links)
- Reducing variance in the numerical solution of BSDEs (Q2376608) (← links)
- Some non-monotone schemes for time dependent Hamilton-Jacobi-Bellman equations in stochastic control (Q2398476) (← links)
- Inverse stochastic optimal controls (Q2681368) (← links)
- A fully nonlinear Feynman-Kac formula with derivatives of arbitrary orders (Q2690084) (← links)
- An efficient numerical method for the robust optimal investment problem with general utility functions (Q2691508) (← links)
- Stability of Regression-Based Monte Carlo Methods for Solving Nonlinear PDEs (Q2802033) (← links)
- A Dual Algorithm for Stochastic Control Problems: Applications to Uncertain Volatility Models and CVA (Q2808183) (← links)
- A complete representation theorem for <i>G</i>-martingales (Q2812014) (← links)
- Hybrid PDE solver for data-driven problems and modern branching (Q3133609) (← links)
- Duality and Approximation of Stochastic Optimal Control Problems under Expectation Constraints (Q3382780) (← links)
- Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning (Q5019943) (← links)
- A Fully Discrete Explicit Multistep Scheme for Solving Coupled Forward Backward Stochastic Differential Equations (Q5156963) (← links)
- High Order Numerical Schemes for Second-Order FBSDEs with Applications to Stochastic Optimal Control (Q5158726) (← links)
