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 25 items.
- Approximation Error Analysis of Some Deep Backward Schemes for Nonlinear PDEs (Q5021399) (← links)
- An Unbiased Itô Type Stochastic Representation for Transport PDEs: A Toy Example (Q5038297) (← 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)
- An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians (Q5208749) (← links)
- Uncertainty quantification for random parabolic equations with nonhomogeneous boundary conditions on a bounded domain via the approximation of the probability density function (Q5215588) (← links)
- Pathwise Dynamic Programming (Q5219679) (← links)
- A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs (Q5254475) (← links)
- A PRIMAL–DUAL ALGORITHM FOR BSDES (Q5283406) (← links)
- A stochastic approximation for fully nonlinear free boundary parabolic problems (Q5418783) (← links)
- Iterative Improvement of Lower and Upper Bounds for Backward SDEs (Q5738163) (← links)
- A multilevel approach for stochastic nonlinear optimal control (Q5863708) (← links)
- Convergence of a Robust Deep FBSDE Method for Stochastic Control (Q5886857) (← links)
- Numerical Solution of the Incompressible Navier-Stokes Equation by a Deep Branching Algorithm (Q6049610) (← links)
- Discrete‐time approximation for stochastic optimal control problems under the <i>G</i>‐expectation framework (Q6053701) (← links)
- Optimal dividends for regulated insurers with a nonlinear penalty (Q6106371) (← links)
- A deep learning approach to the probabilistic numerical solution of path-dependent partial differential equations (Q6114174) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Computation of conditional expectations with guarantees (Q6159022) (← links)
- A deep branching solver for fully nonlinear partial differential equations (Q6196609) (← links)
- Deep learning algorithms for solving high-dimensional nonlinear backward stochastic differential equations (Q6201366) (← links)
- Iterative schemes for probabilistic domain decomposition (Q6491443) (← links)
- A monotone scheme for \(\mathrm{G}\)-equations with application to the explicit convergence rate of robust central limit theorem (Q6540466) (← links)
- On the adaptation of the Lagrange formalism to continuous time stochastic optimal control: a Lagrange-Chow redux (Q6572635) (← links)
- Discrete-time approximation for backward stochastic differential equations driven by \(G\)-Brownian motion (Q6665576) (← links)
