Pages that link to "Item:Q657705"
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The following pages link to Malliavin calculus for backward stochastic differential equations and application to numerical solutions (Q657705):
Displaying 35 items.
- \(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions (Q265284) (← links)
- A semidiscrete Galerkin scheme for backward stochastic parabolic differential equations (Q326804) (← links)
- Maximum principle for general controlled systems driven by fractional Brownian motions (Q358622) (← links)
- Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations (Q516010) (← links)
- Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering (Q681989) (← links)
- Discretization of a distributed optimal control problem with a stochastic parabolic equation driven by multiplicative noise (Q831252) (← links)
- Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility (Q1697216) (← links)
- Linear Volterra backward stochastic integral equations (Q1713471) (← links)
- Existence, uniqueness and stability of \(L^1\) solutions for multidimensional backward stochastic differential equations with generators of one-sided Osgood type (Q1800958) (← links)
- Convolutional neural network based simulation and analysis for backward stochastic partial differential equations (Q2159857) (← links)
- An implicit numerical scheme for a class of backward doubly stochastic differential equations (Q2175322) (← links)
- Product Markovian quantization of a diffusion process with applications to finance (Q2176359) (← links)
- Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach (Q2238894) (← links)
- \(L^2\)-regularity of solutions to linear backward stochastic heat equations, and a numerical application (Q2304327) (← links)
- BSDEs with terminal conditions that have bounded Malliavin derivative (Q2452450) (← links)
- A linear numerical scheme for nonlinear BSDEs with uniformly continuous coefficients (Q2570902) (← links)
- Existence and uniqueness of the solutions of forward-backward doubly stochastic differential equations with Poisson jumps (Q2660765) (← links)
- Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information (Q2661840) (← 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)
- A representation theorem for smooth Brownian martingales (Q2833694) (← links)
- Discrete-Time Approximation of Decoupled Forward‒Backward Stochastic Differential Equations Driven by Pure Jump Lévy Processes (Q2856036) (← links)
- Analytical Approximations of BSDEs with Nonsmooth Driver (Q3195111) (← links)
- Strong rates of convergence for a space-time discretization of the backward stochastic heat equation, and of a linear-quadratic control problem for the stochastic heat equation (Q4999547) (← links)
- A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488) (← links)
- Higher order differentiability of solutions to backward stochastic differential equations (Q5085829) (← links)
- A Backward Doubly Stochastic Differential Equation Approach for Nonlinear Filtering Problems (Q5159762) (← links)
- Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs (Q5162913) (← links)
- Convergence of a Spatial Semidiscretization for a Backward Semilinear Stochastic Parabolic Equation (Q5883143) (← links)
- Approximation of backward stochastic differential equations using Malliavin weights and least-squares regression (Q5963510) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- BSDEs generated by fractional space-time noise and related SPDEs (Q6160578) (← links)
- Stability of backward stochastic differential equations: the general Lipschitz case (Q6165206) (← links)
- Temporal semi-discretizations of a backward semilinear stochastic evolution equation (Q6166347) (← links)
- Differentiability of quadratic forward-backward SDEs with rough drift (Q6620082) (← links)
