Pages that link to "Item:Q1872357"
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The following pages link to Representation theorems for backward stochastic differential equations (Q1872357):
Displaying 21 items.
- Asymptotic Expansion Approach in Finance (Q4560338) (← links)
- Probabilistic methods for semilinear partial differential equations. Applications to finance (Q4933356) (← links)
- Numerical approximation of general Lipschitz BSDEs with branching processes (Q4967879) (← links)
- Mean square rate of convergence for random walk approximation of forward-backward SDEs (Q5005033) (← links)
- On nonlinear Feynman–Kac formulas for viscosity solutions of semilinear parabolic partial differential equations (Q5021119) (← links)
- An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations (Q5079565) (← links)
- A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488) (← links)
- Asymptotic expansion for forward-backward SDEs with jumps (Q5086422) (← links)
- (Q5096713) (← links)
- Second Order Discretization of Bismut--Elworthy--Li Formula: Application to Sensitivity Analysis (Q5228352) (← links)
- Approximation Scheme for Solutions of BSDEs with Two Reflecting Barriers (Q5443465) (← links)
- Approximation of backward stochastic differential equations using Malliavin weights and least-squares regression (Q5963510) (← links)
- Pollution Regulation for Electricity Generators in a Transmission Network (Q6042791) (← links)
- Strong stability preserving multistep schemes for forward backward stochastic differential equations (Q6101598) (← links)
- Well-posedness and regularity of mean-field backward doubly stochastic Volterra integral equations and applications to dynamic risk measures (Q6150634) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Going forward \& backward with Jin Ma (Q6164083) (← links)
- Forward-backward stochastic differential equations: initiation, development and beyond (Q6164084) (← links)
- Differentiability of quadratic forward-backward SDEs with rough drift (Q6620082) (← links)
- Nonstandard stochastic control with nonlinear Feynman-Kac costs (Q6633902) (← links)
- A class of efficient multistep methods for forward backward stochastic differential equations (Q6662420) (← links)
