Pages that link to "Item:Q2464848"

The following pages link to A forward scheme for backward SDEs (Q2464848):

Displaying 47 items.

• Forward-backward SDEs driven by Lévy process in stopping time duration (Q2408500) (← links)
• Second order discretization of backward SDEs and simulation with the cubature method (Q2448692) (← links)
• Simulation of BSDEs by Wiener chaos expansion (Q2454405) (← links)
• Forward-backward SDEs and the CIR model (Q2471244) (← links)
• Time discretization and Markovian iteration for coupled FBSDEs (Q2476402) (← links)
• A multi-step algorithm for BSDEs based on a predictor-corrector scheme and least-squares Monte Carlo (Q2684920) (← 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)
• Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions (Q2792367) (← links)
• The forward-backward stochastic heat equation: numerical analysis and simulation (Q2818259) (← links)
• Numerical algorithms for backward stochastic differential equations with 1-d Brownian motion: convergence and simulations (Q2839115) (← links)
• Least-Squares Monte Carlo for Backward SDEs (Q2917434) (← links)
• Derivation and application of quantum Hamilton equations of motion (Q2970930) (← links)
• SOLVABILITY AND NUMERICAL SIMULATION OF BSDEs RELATED TO BSPDEs WITH APPLICATIONS TO UTILITY MAXIMIZATION (Q3094326) (← links)
• Analytical Approximations of BSDEs with Nonsmooth Driver (Q3195111) (← links)
• OPTIMAL SUPERHEDGING UNDER NON-CONVEX CONSTRAINTS — A BSDE APPROACH (Q3520538) (← links)
• A Nonintrusive Stratified Resampler for Regression Monte Carlo: Application to Solving Nonlinear Equations (Q4600830) (← links)
• Optimal Error Estimates for a Fully Discrete Euler Scheme for Decoupled Forward Backward Stochastic Differential Equations (Q4605728) (← links)
• Deep Splitting Method for Parabolic PDEs (Q4958922) (← 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 polynomial scheme of asymptotic expansion for backward SDEs and option pricing (Q5001141) (← links)
• Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning (Q5019943) (← links)
• Approximation Error Analysis of Some Deep Backward Schemes for Nonlinear PDEs (Q5021399) (← links)
• Stochastic grid bundling method for backward stochastic differential equations (Q5031712) (← links)
• European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty (Q5038294) (← links)
• Asymptotic expansion for forward-backward SDEs with jumps (Q5086422) (← links)
• (Q5091283) (← links)
• A Unified Probabilistic Discretization Scheme for FBSDEs: Stability, Consistency, and Convergence Analysis (Q5123988) (← links)
• Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs (Q5162913) (← links)
• An Explicit Second-Order Numerical Scheme to Solve Decoupled Forward Backward Stochastic Equations (Q5175453) (← links)
• Variational approach to rare event simulation using least-squares regression (Q5227583) (← links)
• Higher-order Discretization Methods of Forward-backward SDEs Using KLNV-scheme and Their Applications to XVA Pricing (Q5241903) (← links)
• A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs (Q5254475) (← links)
• A PRIMAL–DUAL ALGORITHM FOR BSDES (Q5283406) (← links)
• Importance Sampling for Backward SDEs (Q5305278) (← links)
• Convergence of Recent Multistep Schemes for a Forward-Backward Stochastic Differential Equation (Q5372031) (← links)
• Explicit theta-Schemes for Mean-Field Backward Stochastic Differential Equations (Q5376443) (← links)
• Convergence of a Robust Deep FBSDE Method for Stochastic Control (Q5886857) (← links)
• Three ways to solve partial differential equations with neural networks — A review (Q6068232) (← links)
• Neural networks for first order HJB equations and application to front propagation with obstacle terms (Q6087416) (← links)
• Convergence of the Backward Deep BSDE Method with Applications to Optimal Stopping Problems (Q6143826) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
• Stability of backward stochastic differential equations: the general Lipschitz case (Q6165206) (← links)
• Numerical analysis of a Neumann boundary control problem with a stochastic parabolic equation (Q6177464) (← links)
• A neural network approach for stochastic optimal control (Q6598497) (← links)
• Novel multi-step predictor-corrector schemes for backward stochastic differential equations (Q6604189) (← links)
• Discrete-time approximation for backward stochastic differential equations driven by \(G\)-Brownian motion (Q6665576) (← links)