The following pages link to A numerical scheme for BSDEs (Q1431562):
Displaying 27 items.
- Two-Step Scheme for Backward Stochastic Differential Equations (Q5881315) (← links)
- Convergence of a Spatial Semidiscretization for a Backward Semilinear Stochastic Parabolic Equation (Q5883143) (← links)
- Splitting scheme for backward doubly stochastic differential equations (Q6052450) (← links)
- Strong stability preserving multistep schemes for forward backward stochastic differential equations (Q6101598) (← links)
- A stochastic maximum principle approach for reinforcement learning with parameterized environment (Q6105091) (← links)
- A Sample-Wise Data Driven Control Solver for the Stochastic Optimal Control Problem with Unknown Model Parameters (Q6111300) (← 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)
- Deep xVA Solver: A Neural Network–Based Counterparty Credit Risk Management Framework (Q6159074) (← links)
- BSDEs generated by fractional space-time noise and related SPDEs (Q6160578) (← links)
- Forward-backward stochastic differential equations: initiation, development and beyond (Q6164084) (← 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)
- ODE-Based Multistep Schemes for Backward Stochastic Differential Equations (Q6191796) (← links)
- Sequential propagation of chaos for mean-field BSDE systems (Q6194041) (← links)
- Deep learning algorithms for solving high-dimensional nonlinear backward stochastic differential equations (Q6201366) (← links)
- Deep signature algorithm for multidimensional path-dependent options (Q6496949) (← links)
- A gradient method for high-dimensional BSDEs (Q6554575) (← links)
- Richardson extrapolation of the Crank-Nicolson scheme for backward stochastic differential equations (Q6565281) (← links)
- Solvability of one kind of forward-backward stochastic difference equations (Q6579753) (← links)
- A deep learning method for solving multi-dimensional coupled forward-backward doubly SDEs (Q6585377) (← links)
- Linear-quadratic Pareto cooperative game for mean-field backward stochastic system (Q6595004) (← links)
- Novel multi-step predictor-corrector schemes for backward stochastic differential equations (Q6604189) (← links)
- Recent developments in machine learning methods for stochastic control and games (Q6615618) (← links)
- Differentiability of quadratic forward-backward SDEs with rough drift (Q6620082) (← links)
- Richardson extrapolation of the Euler scheme for backward stochastic differential equations (Q6662401) (← links)
- Discrete-time approximation for backward stochastic differential equations driven by \(G\)-Brownian motion (Q6665576) (← links)
