The following pages link to A numerical scheme for BSDEs (Q1431562):
Displaying 50 items.
- Deep learning schemes for parabolic nonlocal integro-differential equations (Q2098092) (← links)
- A fully quantization-based scheme for FBSDEs (Q2101958) (← links)
- Multistep schemes for solving backward stochastic differential equations on GPU (Q2138198) (← 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)
- Weighted bounded mean oscillation applied to backward stochastic differential equations (Q2175336) (← links)
- Spatial convergence for semi-linear backward stochastic differential equations in Hilbert space: a mild approach (Q2176249) (← links)
- Branching diffusion representation of semi-linear elliptic PDEs and estimation using Monte Carlo method (Q2186658) (← links)
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
- Convergence of the deep BSDE method for coupled FBSDEs (Q2223111) (← links)
- ``Regression anytime'' with brute-force SVD truncation (Q2240846) (← links)
- Path dependent optimal transport and model calibration on exotic derivatives (Q2240848) (← links)
- Branching diffusion representation for nonlinear Cauchy problems and Monte Carlo approximation (Q2240887) (← links)
- Approximation of BSDEs with super-linearly growing generators by Euler's polygonal line method: a simple proof of the existence (Q2242896) (← links)
- Second-order schemes for solving decoupled forward backward stochastic differential equations (Q2254815) (← links)
- Path regularity and explicit convergence rate for BSDE with truncated quadratic growth (Q2267520) (← links)
- Random walk approximation of BSDEs with Hölder continuous terminal condition (Q2278659) (← links)
- Backward stochastic Volterra integral equations -- representation of adapted solutions (Q2280018) (← links)
- Stochastic differential games: a sampling approach via FBSDEs (Q2280204) (← links)
- A branching particle system approximation for a class of FBSDEs (Q2296088) (← links)
- A multi-step scheme based on cubic spline for solving backward stochastic differential equations (Q2301282) (← links)
- \(L^2\)-regularity of solutions to linear backward stochastic heat equations, and a numerical application (Q2304327) (← 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 method for forward-backward stochastic equations with delay and anticipated term (Q2322581) (← links)
- Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs (Q2326984) (← 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)
- Feynman-Kac representation of fully nonlinear PDEs and applications (Q2355853) (← links)
- On the convergence of monotone schemes for path-dependent PDEs (Q2359701) (← links)
- Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs (Q2361013) (← links)
- Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes (Q2364743) (← links)
- Reducing variance in the numerical solution of BSDEs (Q2376608) (← links)
- A numerical scheme to solve nonlinear BSDEs with Lipschitz and non-Lipschitz coefficients (Q2386798) (← links)
- A Monte Carlo method for backward stochastic differential equations with Hermite martingales (Q2417976) (← links)
- A numerical algorithm for a class of BSDEs via the branching process (Q2434758) (← links)
- Second order discretization of backward SDEs and simulation with the cubature method (Q2448692) (← links)
- Runge-Kutta schemes for backward stochastic differential equations (Q2448693) (← links)
- Simulation of BSDEs by Wiener chaos expansion (Q2454405) (← links)
- A forward scheme for backward SDEs (Q2464848) (← links)
- Approximation scheme for solutions of backward stochastic differential equations via the representation theorem (Q2469438) (← links)
- Discrete-time approximation of decoupled Forward-Backward SDE with jumps (Q2469490) (← links)
- Time discretization and Markovian iteration for coupled FBSDEs (Q2476402) (← links)
- Discrete-time approximation for continuously and discretely reflected BSDEs (Q2518617) (← links)
- A regression-based Monte Carlo method to solve backward stochastic differential equations (Q2572405) (← links)
- A Fourier transform method for solving backward stochastic differential equations (Q2671235) (← links)
- Quantitative stability and numerical analysis of Markovian quadratic BSDEs with reflection (Q2671657) (← links)
- A backward SDE method for uncertainty quantification in deep learning (Q2676245) (← links)
- A multi-step algorithm for BSDEs based on a predictor-corrector scheme and least-squares Monte Carlo (Q2684920) (← links)
- Stochastic optimal and time-optimal control studies for additional food provided prey-predator systems involving Holling type III functional response (Q2689322) (← links)
